-17.9%
STM vs MAS
+41.7%
-59.6%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.4% | -3.4% | -8.9% | -10.3% |
| 7D | -20.1% | +4.6% | -24.6% | -22.3% |
| 30D | -32.0% | +19.9% | -51.8% | -39.5% |
| 3M | -24.2% | +8.9% | -33.1% | -28.7% |
| 6M | -29.9% | +20.2% | -50.1% | -39.0% |
| YTD | +54.9% | +33.9% | +21.0% | +23.6% |
| 1Y | +68.0% | +34.7% | +33.3% | +33.3% |
| 3Y | -0.1% | +60.4% | -60.5% | -32.5% |
| 5Y | -17.9% | +43.5% | -61.3% | -41.3% |
| All | -17.9% | +41.7% | -59.6% | -41.3% |
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