+14.7%
STM vs MAS
+67.0%
-52.3%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.1% | +5.6% | -11.7% | -8.9% |
| 7D | -6.0% | +14.2% | -20.2% | -12.5% |
| 30D | -20.9% | +26.8% | -47.8% | -30.8% |
| 3M | -15.8% | +13.1% | -28.9% | -21.7% |
| 6M | -17.0% | +27.9% | -45.0% | -29.1% |
| YTD | +76.8% | +38.7% | +38.1% | +41.3% |
| 1Y | +96.5% | +40.4% | +56.1% | +55.6% |
| All | +14.7% | +67.0% | -52.3% | -22.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling