+0.1%
MAS vs STLA
-38.0%
+38.1%
-24.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +1.3% | +0.5% | +1.6% |
| 7D | -0.8% | +2.6% | -3.3% | -1.2% |
| 30D | -5.6% | -1.2% | -4.3% | -5.5% |
| 3M | +4.4% | -24.8% | +29.2% | +9.6% |
| 6M | +7.2% | -25.6% | +32.8% | +12.3% |
| YTD | +16.1% | -48.9% | +65.1% | +27.7% |
| 1Y | +0.1% | -38.8% | +38.9% | +3.9% |
| All | +0.1% | -38.0% | +38.1% | +3.9% |
Cumulative growth
Daily Returns
Daily percentage return beside STLA.
Daily Out/Under-Performance
Portfolio return minus STLA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STLA 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 1y: compounded portfolio wealth divided by compounded STLA 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…
1y analysis · Full analysis span regression · 6 months rolling