+21.0%
STM vs MAS
+32.0%
-11.0%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +1.8% | +0.1% | +0.8% |
| 7D | +5.8% | -0.8% | +6.5% | +6.3% |
| 30D | -1.0% | -5.6% | +4.6% | +2.4% |
| 3M | -33.3% | +4.4% | -37.7% | -36.0% |
| 6M | +57.4% | +7.2% | +50.2% | +47.0% |
| YTD | +102.2% | +16.1% | +86.1% | +77.7% |
| 1Y | +99.6% | +0.1% | +99.5% | +93.1% |
| 3Y | +14.5% | +28.3% | -13.8% | -9.8% |
| All | +21.0% | +32.0% | -11.0% | -9.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling