+2,071.0%
STX vs MSI
+689.5%
+1,381.5%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.8% | +2.6% | +7.2% | +8.7% |
| 7D | -14.8% | +8.3% | -23.1% | -17.8% |
| 30D | -35.4% | +18.9% | -54.2% | -40.2% |
| 3M | -37.7% | +13.2% | -50.9% | -41.4% |
| 6M | -35.2% | +38.3% | -73.5% | -45.0% |
| YTD | +84.4% | +38.9% | +45.5% | +54.6% |
| 1Y | +82.3% | +36.7% | +45.6% | +54.0% |
| 3Y | +646.2% | +76.6% | +569.7% | +441.1% |
| 5Y | +487.4% | +124.5% | +362.9% | +271.5% |
| 10Y | +2,071.0% | +674.5% | +1,396.5% | +639.4% |
| All | +2,071.0% | +689.5% | +1,381.5% | +639.4% |
Cumulative growth
Daily Returns
Daily percentage return beside MSI.
Daily Out/Under-Performance
Portfolio return minus MSI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MSI 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 10y: compounded portfolio wealth divided by compounded MSI 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…
10y analysis · Full analysis span regression · 6 months rolling