+35.3%
MAS vs STLD
+292.4%
-257.1%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | -3.0% |
| 3M | +4.4% | -12.4% | +16.8% | +8.3% |
| 6M | +7.2% | +25.5% | -18.3% | -1.3% |
| YTD | +16.1% | +43.6% | -27.5% | +2.2% |
| 1Y | +0.1% | +87.2% | -87.1% | -19.1% |
| 3Y | +28.3% | +135.2% | -106.9% | -4.9% |
| All | +35.3% | +292.4% | -257.1% | -13.9% |
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