+47.4%
MAS vs STLD
+303.7%
-256.3%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.6% | -3.0% | +8.7% | +6.6% |
| 7D | +14.2% | -3.9% | +18.1% | +15.6% |
| 30D | +26.8% | -0.4% | +27.2% | +26.7% |
| 3M | +13.1% | -9.2% | +22.3% | +15.9% |
| 6M | +27.9% | +5.0% | +23.0% | +24.3% |
| YTD | +38.7% | +42.8% | -4.1% | +21.2% |
| 1Y | +40.4% | +60.1% | -19.7% | +18.2% |
| 3Y | +66.1% | +123.5% | -57.4% | +23.0% |
| 5Y | +47.4% | +302.0% | -254.6% | -8.7% |
| All | +47.4% | +303.7% | -256.3% | -8.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling