+8,652.1%
STX vs MSI
+2,123.9%
+6,528.2%
-88.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.5% | -0.7% | -1.0% |
| 7D | -28.5% | +4.7% | -33.2% | -30.2% |
| 30D | -42.9% | +14.8% | -57.7% | -46.5% |
| 3M | -45.9% | +8.8% | -54.7% | -48.4% |
| 6M | -41.3% | +19.3% | -60.6% | -47.0% |
| YTD | +67.9% | +35.3% | +32.6% | +42.9% |
| 1Y | +66.5% | +33.8% | +32.8% | +42.4% |
| 3Y | +588.0% | +74.4% | +513.5% | +414.1% |
| 5Y | +449.1% | +120.5% | +328.5% | +266.4% |
| 10Y | +1,982.8% | +685.2% | +1,297.6% | +666.5% |
| All | +8,652.1% | +2,123.9% | +6,528.2% | +1,753.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling