+573.6%
STX vs MAS
+48.4%
+525.2%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.1% | +5.6% | -13.8% | -10.2% |
| 7D | -20.2% | +14.2% | -34.4% | -24.5% |
| 30D | -37.2% | +26.8% | -64.0% | -43.3% |
| 3M | -34.1% | +13.1% | -47.2% | -37.8% |
| 6M | -24.5% | +27.9% | -52.4% | -34.3% |
| YTD | +102.9% | +38.7% | +64.3% | +66.4% |
| 1Y | +123.8% | +40.4% | +83.4% | +82.0% |
| 3Y | +718.1% | +66.1% | +652.0% | +480.1% |
| 5Y | +573.6% | +47.4% | +526.2% | +406.5% |
| All | +573.6% | +48.4% | +525.2% | +406.5% |
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 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