+222.1%
MAS vs STLA
+18.6%
+203.4%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -4.5% | +1.1% | -2.1% |
| 7D | +4.6% | -5.5% | +10.1% | +6.3% |
| 30D | +19.9% | -3.7% | +23.6% | +20.9% |
| 3M | +8.9% | -21.1% | +30.0% | +15.9% |
| 6M | +20.2% | -38.3% | +58.5% | +36.7% |
| YTD | +33.9% | -59.2% | +93.1% | +69.4% |
| 1Y | +34.7% | -56.7% | +91.3% | +66.6% |
| 3Y | +60.4% | -74.3% | +134.7% | +123.1% |
| 5Y | +43.5% | -70.2% | +113.7% | +84.8% |
| All | +222.1% | +18.6% | +203.4% | +192.9% |
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 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