+215.9%
MAS vs STT
+204.5%
+11.3%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +0.2% | -2.1% | -2.0% |
| 7D | +2.0% | -2.5% | +4.4% | +3.1% |
| 30D | +19.4% | -5.0% | +24.3% | +21.9% |
| 3M | +9.4% | -10.5% | +19.9% | +14.3% |
| 6M | +15.3% | +10.0% | +5.3% | +10.3% |
| YTD | +31.3% | +30.7% | +0.6% | +16.5% |
| 1Y | +34.9% | +43.8% | -8.9% | +14.9% |
| 3Y | +58.6% | +168.1% | -109.5% | +3.9% |
| 5Y | +40.7% | +101.4% | -60.7% | -0.2% |
| All | +215.9% | +204.5% | +11.3% | +77.1% |
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