+2,285.7%
STM vs MAS
+1,392.6%
+893.2%
-94.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +1.8% | +0.1% | +1.0% |
| 7D | +5.8% | -0.8% | +6.5% | +6.2% |
| 30D | -1.0% | -5.6% | +4.6% | +1.6% |
| 3M | -33.3% | +4.4% | -37.7% | -35.1% |
| 6M | +57.4% | +7.2% | +50.2% | +50.7% |
| YTD | +102.2% | +16.1% | +86.1% | +85.8% |
| 1Y | +99.6% | +0.1% | +99.5% | +96.3% |
| 3Y | +14.5% | +28.3% | -13.8% | -0.7% |
| 5Y | +21.4% | +30.5% | -9.1% | +4.1% |
| 10Y | +695.0% | +139.1% | +555.8% | +418.1% |
| All | +2,285.7% | +1,392.6% | +893.2% | +510.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling