+10,476.1%
STX vs MAS
+738.2%
+9,737.9%
-88.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.1% | +5.6% | -13.8% | -10.5% |
| 7D | -20.2% | +14.2% | -34.4% | -25.0% |
| 30D | -37.2% | +26.8% | -64.0% | -43.9% |
| 3M | -34.1% | +13.1% | -47.2% | -38.4% |
| 6M | -24.5% | +27.9% | -52.4% | -34.4% |
| YTD | +102.9% | +38.7% | +64.3% | +68.3% |
| 1Y | +123.8% | +40.4% | +83.4% | +84.4% |
| 3Y | +718.1% | +66.1% | +652.0% | +513.6% |
| 5Y | +573.6% | +47.4% | +526.2% | +425.9% |
| 10Y | +2,416.9% | +238.3% | +2,178.5% | +1,236.6% |
| All | +10,476.1% | +738.2% | +9,737.9% | +2,597.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling