+1,907.5%
STX vs MAS
+219.8%
+1,687.7%
-57.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.3% | -3.4% | -12.8% | -14.7% |
| 7D | -33.4% | +4.6% | -37.9% | -34.9% |
| 30D | -42.1% | +19.9% | -62.0% | -47.1% |
| 3M | -44.3% | +8.9% | -53.2% | -47.1% |
| 6M | -39.4% | +20.2% | -59.6% | -46.5% |
| YTD | +70.0% | +33.9% | +36.1% | +39.6% |
| 1Y | +70.2% | +34.7% | +35.5% | +39.0% |
| 3Y | +585.2% | +60.4% | +524.8% | +392.3% |
| 5Y | +455.7% | +43.5% | +412.2% | +315.3% |
| All | +1,907.5% | +219.8% | +1,687.7% | +767.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling