+1,392.2%
MAS vs STT
+7,372.9%
-5,980.7%
-88.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -7.0% |
| 3M | +4.4% | +20.0% | -15.5% | -2.7% |
| 6M | +7.2% | +55.3% | -48.1% | -9.5% |
| YTD | +16.1% | +53.3% | -37.2% | -1.8% |
| 1Y | +0.1% | +74.7% | -74.6% | -19.6% |
| 3Y | +28.3% | +205.8% | -177.5% | -16.8% |
| 5Y | +30.5% | +145.0% | -114.5% | -10.6% |
| 10Y | +139.1% | +266.0% | -126.9% | +31.5% |
| All | +1,392.2% | +7,372.9% | -5,980.7% | +218.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling