+371.7%
STM vs MAS
+219.8%
+151.9%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.4% | -3.4% | -8.9% | -10.2% |
| 7D | -20.1% | +4.6% | -24.6% | -22.5% |
| 30D | -32.0% | +19.9% | -51.8% | -39.9% |
| 3M | -24.2% | +8.9% | -33.1% | -29.0% |
| 6M | -29.9% | +20.2% | -50.1% | -39.3% |
| YTD | +54.9% | +33.9% | +21.0% | +23.1% |
| 1Y | +68.0% | +34.7% | +33.3% | +32.7% |
| 3Y | -0.1% | +60.4% | -60.5% | -32.0% |
| 5Y | -17.9% | +43.5% | -61.3% | -40.9% |
| All | +371.7% | +219.8% | +151.9% | +100.8% |
Cumulative growth
Daily Returns
Daily percentage return beside MAS.
Daily Out/Under-Performance
Portfolio return minus MAS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MAS 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 MAS 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