+1,986.1%
STM vs MAS
+1,682.5%
+303.7%
-94.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.1% | +5.6% | -11.7% | -8.7% |
| 7D | -6.0% | +14.2% | -20.2% | -12.0% |
| 30D | -20.9% | +26.8% | -47.8% | -29.8% |
| 3M | -15.8% | +13.1% | -28.9% | -21.2% |
| 6M | -17.0% | +27.9% | -45.0% | -27.3% |
| YTD | +76.8% | +38.7% | +38.1% | +48.3% |
| 1Y | +96.5% | +40.4% | +56.1% | +63.7% |
| 3Y | +14.0% | +66.1% | -52.1% | -13.0% |
| 5Y | -5.8% | +47.4% | -53.3% | -24.4% |
| 10Y | +461.9% | +238.3% | +223.5% | +212.4% |
| All | +1,986.1% | +1,682.5% | +303.7% | +387.5% |
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