+214.8%
MAS vs STLA
+12.4%
+202.4%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -3.6% | +2.3% | -0.2% |
| 7D | +3.6% | -4.9% | +8.5% | +5.2% |
| 30D | +23.8% | -4.9% | +28.7% | +25.3% |
| 3M | +14.4% | -23.7% | +38.1% | +23.0% |
| 6M | +19.7% | -45.0% | +64.7% | +41.1% |
| YTD | +36.0% | -60.9% | +96.8% | +74.3% |
| 1Y | +40.4% | -58.9% | +99.2% | +76.5% |
| 3Y | +58.9% | -74.4% | +133.4% | +121.4% |
| 5Y | +44.5% | -71.5% | +116.1% | +88.8% |
| 10Y | +214.8% | +5.3% | +209.5% | +190.0% |
| All | +214.8% | +12.4% | +202.4% | +190.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling