+47.4%
MAS vs STT
+103.1%
-55.7%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | +27.7% |
| 3M | +13.1% | -6.4% | +19.5% | +16.3% |
| 6M | +27.9% | +17.7% | +10.2% | +17.8% |
| YTD | +38.7% | +36.9% | +1.8% | +18.1% |
| 1Y | +40.4% | +52.0% | -11.7% | +13.6% |
| 3Y | +66.1% | +178.6% | -112.4% | -0.2% |
| 5Y | +47.4% | +109.1% | -61.7% | -6.6% |
| All | +47.4% | +103.1% | -55.7% | -6.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling