+47.4%
MAS vs STLA
-68.9%
+116.3%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.6% | +3.8% | +1.9% | +4.5% |
| 7D | +14.2% | -0.6% | +14.8% | +14.4% |
| 30D | +26.8% | +3.6% | +23.3% | +25.2% |
| 3M | +13.1% | -20.6% | +33.8% | +20.4% |
| 6M | +27.9% | -34.3% | +62.3% | +43.3% |
| YTD | +38.7% | -57.3% | +96.0% | +74.7% |
| 1Y | +40.4% | -52.6% | +93.0% | +69.9% |
| 3Y | +66.1% | -73.1% | +139.2% | +131.1% |
| 5Y | +47.4% | -68.7% | +116.1% | +81.2% |
| All | +47.4% | -68.9% | +116.3% | +81.2% |
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