+588.0%
STX vs MAS
+58.1%
+529.8%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.9% | +0.7% | -0.8% |
| 7D | -28.5% | +2.0% | -30.4% | -28.8% |
| 30D | -42.9% | +19.4% | -62.3% | -45.5% |
| 3M | -45.9% | +9.4% | -55.3% | -47.3% |
| 6M | -41.3% | +15.3% | -56.6% | -44.9% |
| YTD | +67.9% | +31.3% | +36.6% | +46.8% |
| 1Y | +66.5% | +34.9% | +31.7% | +43.7% |
| 3Y | +588.0% | +58.6% | +529.4% | +444.5% |
| All | +588.0% | +58.1% | +529.8% | +444.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling