+33.8%
MAS vs STT
+207.1%
-173.4%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +0.2% | +1.6% | +1.7% |
| 7D | -0.8% | +0.5% | -1.2% | -1.0% |
| 30D | -5.6% | +3.9% | -9.4% | -7.5% |
| 3M | +4.4% | +20.0% | -15.5% | -5.3% |
| 6M | +7.2% | +55.3% | -48.1% | -15.5% |
| YTD | +16.1% | +53.3% | -37.2% | -8.5% |
| 1Y | +0.1% | +74.7% | -74.6% | -27.1% |
| All | +33.8% | +207.1% | -173.4% | -32.4% |
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