+1,019.5%
STX vs MSI
+103.4%
+916.1%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | -0.9% | +7.2% | +6.7% |
| 7D | +2.4% | -3.7% | +6.0% | +3.8% |
| 30D | +1.4% | +6.8% | -5.4% | -1.5% |
| 3M | -8.2% | +14.3% | -22.5% | -13.9% |
| 6M | +127.0% | -1.6% | +128.6% | +127.0% |
| YTD | +209.1% | +22.8% | +186.4% | +176.4% |
| 1Y | +365.4% | -1.1% | +366.5% | +362.5% |
| 3Y | +1,135.4% | +70.5% | +1,064.9% | +775.9% |
| All | +1,019.5% | +103.4% | +916.1% | +613.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling