+455.7%
STX vs MAS
+41.7%
+414.0%
-57.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.3% | -3.4% | -12.8% | -14.9% |
| 7D | -33.4% | +4.6% | -37.9% | -34.6% |
| 30D | -42.1% | +19.9% | -62.0% | -46.4% |
| 3M | -44.3% | +8.9% | -53.2% | -46.6% |
| 6M | -39.4% | +20.2% | -59.6% | -45.8% |
| YTD | +70.0% | +33.9% | +36.1% | +41.5% |
| 1Y | +70.2% | +34.7% | +35.5% | +41.0% |
| 3Y | +585.2% | +60.4% | +524.8% | +393.2% |
| 5Y | +455.7% | +43.5% | +412.2% | +321.3% |
| All | +455.7% | +41.7% | +414.0% | +321.3% |
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