+981.3%
MAS vs STLA
+190.5%
+790.8%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -4.5% | +1.1% | -2.5% |
| 7D | +4.6% | -5.5% | +10.1% | +5.9% |
| 30D | +19.9% | -3.7% | +23.6% | +20.7% |
| 3M | +8.9% | -21.1% | +30.0% | +14.1% |
| 6M | +20.2% | -38.3% | +58.5% | +32.2% |
| YTD | +33.9% | -59.2% | +93.1% | +59.2% |
| 1Y | +34.7% | -56.7% | +91.3% | +57.7% |
| 3Y | +60.4% | -74.3% | +134.7% | +104.2% |
| 5Y | +43.5% | -70.2% | +113.7% | +74.1% |
| 10Y | +226.7% | +23.4% | +203.3% | +204.6% |
| All | +981.3% | +190.5% | +790.8% | +906.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling