-24.5%
STX vs MAS
+24.1%
-48.6%
-49.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.1% | +5.6% | -13.8% | -5.8% |
| 7D | -20.2% | +14.2% | -34.4% | -15.9% |
| 30D | -37.2% | +26.8% | -64.0% | -31.4% |
| 3M | -34.1% | +13.1% | -47.2% | -30.3% |
| 6M | -24.5% | +27.9% | -52.4% | -21.8% |
| All | -24.5% | +24.1% | -48.6% | -21.8% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling