+61.7%
MAS vs STLD
+104.7%
-43.0%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -7.6% | +4.1% | -0.9% |
| 7D | +4.6% | -12.5% | +17.0% | +9.1% |
| 30D | +19.9% | -6.8% | +26.7% | +22.3% |
| 3M | +8.9% | -16.4% | +25.3% | +14.8% |
| 6M | +20.2% | -6.1% | +26.3% | +20.8% |
| YTD | +33.9% | +32.0% | +1.9% | +18.1% |
| 1Y | +34.7% | +45.5% | -10.8% | +14.7% |
| All | +61.7% | +104.7% | -43.0% | +19.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling