+3,492.5%
STX vs MSCI
+3,095.4%
+397.2%
-88.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MSCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -2.3% | +1.1% | -0.3% |
| 7D | -28.5% | +2.8% | -31.3% | -29.4% |
| 30D | -42.9% | +15.4% | -58.3% | -46.5% |
| 3M | -45.9% | +13.4% | -59.3% | -49.1% |
| 6M | -41.3% | +10.9% | -52.2% | -45.5% |
| YTD | +67.9% | +13.0% | +55.0% | +54.6% |
| 1Y | +66.5% | +12.0% | +54.5% | +53.7% |
| 3Y | +588.0% | +34.1% | +553.9% | +469.3% |
| 5Y | +449.1% | +3.9% | +445.2% | +394.5% |
| 10Y | +1,982.8% | +802.0% | +1,180.8% | +569.0% |
| All | +3,492.5% | +3,095.4% | +397.2% | +531.7% |
Cumulative growth
Daily Returns
Daily percentage return beside MSCI.
Daily Out/Under-Performance
Portfolio return minus MSCI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MSCI return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded MSCI wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling