+16,011.1%
STX vs MSI
+1,917.9%
+14,093.2%
-88.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | -0.9% | +7.2% | +6.7% |
| 7D | +2.4% | -3.7% | +6.0% | +4.0% |
| 30D | +1.4% | +6.8% | -5.4% | -1.9% |
| 3M | -8.2% | +14.3% | -22.5% | -14.5% |
| 6M | +127.0% | -1.6% | +128.6% | +124.3% |
| YTD | +209.1% | +22.8% | +186.4% | +176.3% |
| 1Y | +365.4% | -1.1% | +366.5% | +355.7% |
| 3Y | +1,135.4% | +70.5% | +1,064.9% | +835.7% |
| 5Y | +991.5% | +102.8% | +888.7% | +659.2% |
| 10Y | +3,695.8% | +597.4% | +3,098.4% | +1,379.2% |
| All | +16,011.1% | +1,917.9% | +14,093.2% | +3,484.2% |
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