+1,184.4%
STX vs MSI
+70.3%
+1,114.0%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | -0.9% | +7.2% | +6.5% |
| 7D | +2.4% | -3.7% | +6.0% | +2.9% |
| 30D | +1.4% | +6.8% | -5.4% | +0.1% |
| 3M | -8.2% | +14.3% | -22.5% | -10.9% |
| 6M | +127.0% | -1.6% | +128.6% | +130.3% |
| YTD | +209.1% | +22.8% | +186.4% | +190.3% |
| 1Y | +365.4% | -1.1% | +366.5% | +372.3% |
| All | +1,184.4% | +70.3% | +1,114.0% | +940.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling