+222.1%
MAS vs STLD
+864.5%
-642.5%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -7.6% | +4.1% | -1.1% |
| 7D | +4.6% | -12.5% | +17.0% | +8.8% |
| 30D | +19.9% | -6.8% | +26.7% | +22.2% |
| 3M | +8.9% | -16.4% | +25.3% | +14.2% |
| 6M | +20.2% | -6.1% | +26.3% | +21.0% |
| YTD | +33.9% | +32.0% | +1.9% | +20.8% |
| 1Y | +34.7% | +45.5% | -10.8% | +17.8% |
| 3Y | +60.4% | +106.5% | -46.1% | +23.3% |
| 5Y | +43.5% | +267.2% | -223.7% | -10.4% |
| All | +222.1% | +864.5% | -642.5% | +38.5% |
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