+140.2%
MAS vs STT
+267.1%
-126.9%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +0.2% | +1.6% | +1.7% |
| 7D | -0.8% | +0.5% | -1.2% | -0.9% |
| 30D | -5.6% | +3.9% | -9.4% | -7.1% |
| 3M | +4.4% | +20.0% | -15.5% | -3.4% |
| 6M | +7.2% | +55.3% | -48.1% | -11.1% |
| YTD | +16.1% | +53.3% | -37.2% | -3.5% |
| 1Y | +0.1% | +74.7% | -74.6% | -21.4% |
| 3Y | +28.3% | +205.8% | -177.5% | -20.5% |
| 5Y | +30.5% | +145.0% | -114.5% | -14.7% |
| All | +140.2% | +267.1% | -126.9% | +18.3% |
Cumulative growth
Daily Returns
Daily percentage return beside STT.
Daily Out/Under-Performance
Portfolio return minus STT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STT 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 STT 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