+517.0%
MA vs STLA
+51.8%
+465.2%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +1.3% | -2.4% | -1.5% |
| 7D | -2.7% | +2.6% | -5.3% | -3.5% |
| 30D | +1.5% | -1.2% | +2.8% | +1.6% |
| 3M | +20.4% | -24.8% | +45.2% | +29.6% |
| 6M | +11.1% | -25.6% | +36.7% | +19.0% |
| YTD | +2.0% | -48.9% | +50.9% | +20.4% |
| 1Y | -2.2% | -38.8% | +36.6% | +7.5% |
| 3Y | +41.9% | -64.5% | +106.4% | +76.6% |
| 5Y | +75.4% | -62.4% | +137.8% | +106.2% |
| All | +517.0% | +51.8% | +465.2% | +378.4% |
Cumulative growth
Daily Returns
Daily percentage return beside STLA.
Daily Out/Under-Performance
Portfolio return minus STLA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STLA 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 10y: compounded portfolio wealth divided by compounded STLA 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…
10y analysis · Full analysis span regression · 6 months rolling