+35.3%
MAS vs STLA
-62.4%
+97.6%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +1.3% | +0.5% | +1.4% |
| 7D | -0.8% | +2.6% | -3.3% | -1.5% |
| 30D | -5.6% | -1.2% | -4.3% | -5.4% |
| 3M | +4.4% | -24.8% | +29.2% | +13.1% |
| 6M | +7.2% | -25.6% | +32.8% | +16.0% |
| YTD | +16.1% | -48.9% | +65.1% | +39.2% |
| 1Y | +0.1% | -38.8% | +38.9% | +11.3% |
| 3Y | +28.3% | -64.5% | +92.8% | +62.8% |
| All | +35.3% | -62.4% | +97.6% | +55.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling