+690.4%
STX vs MSFU
+93.3%
+597.0%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MSFU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.9% | +0.7% | -0.8% |
| 7D | -28.5% | +2.5% | -30.9% | -28.9% |
| 30D | -42.9% | -1.3% | -41.6% | -42.7% |
| 3M | -45.9% | +8.6% | -54.6% | -47.2% |
| 6M | -41.3% | +48.4% | -89.7% | -48.0% |
| YTD | +67.9% | +1.6% | +66.4% | +64.1% |
| 1Y | +66.5% | -5.8% | +72.3% | +67.2% |
| 3Y | +588.0% | +30.9% | +557.0% | +469.7% |
| All | +690.4% | +93.3% | +597.0% | +430.7% |
Cumulative growth
Daily Returns
Daily percentage return beside MSFU.
Daily Out/Under-Performance
Portfolio return minus MSFU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MSFU 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 MSFU 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