+67.5%
MAS vs STT
+177.9%
-110.5%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.6% | +2.2% | +3.5% | +4.6% |
| 7D | +14.2% | -0.1% | +14.2% | +14.2% |
| 30D | +26.8% | -1.7% | +28.5% | +27.8% |
| 3M | +13.1% | -6.4% | +19.5% | +16.5% |
| 6M | +27.9% | +17.7% | +10.2% | +16.6% |
| YTD | +38.7% | +36.9% | +1.8% | +15.7% |
| 1Y | +40.4% | +52.0% | -11.7% | +10.2% |
| All | +67.5% | +177.9% | -110.5% | -11.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling