+140.2%
MAS vs STLD
+1,105.0%
-964.9%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -1.6% | +3.4% | +2.3% |
| 7D | -0.8% | +3.1% | -3.9% | -1.8% |
| 30D | -5.6% | -9.0% | +3.4% | -3.1% |
| 3M | +4.4% | -12.4% | +16.8% | +8.1% |
| 6M | +7.2% | +25.5% | -18.3% | -1.0% |
| YTD | +16.1% | +43.6% | -27.5% | +2.5% |
| 1Y | +0.1% | +87.2% | -87.1% | -18.9% |
| 3Y | +28.3% | +135.2% | -106.9% | -4.9% |
| 5Y | +30.5% | +290.9% | -260.4% | -20.1% |
| All | +140.2% | +1,105.0% | -964.9% | -5.5% |
Cumulative growth
Daily Returns
Daily percentage return beside STLD.
Daily Out/Under-Performance
Portfolio return minus STLD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STLD 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 STLD 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