+78.1%
STM vs MAS
+32.0%
+46.1%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | -1.9% | +6.4% | +5.1% |
| 7D | -10.7% | +2.0% | -12.7% | -11.4% |
| 30D | -25.7% | +19.4% | -45.1% | -31.1% |
| 3M | -21.6% | +9.4% | -31.0% | -24.5% |
| 6M | -27.8% | +15.3% | -43.1% | -33.0% |
| YTD | +61.8% | +31.3% | +30.4% | +34.3% |
| 1Y | +78.1% | +34.9% | +43.2% | +46.0% |
| All | +78.1% | +32.0% | +46.1% | +46.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling