+569.6%
MA vs STLA
+0.5%
+569.1%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -3.5% | +3.8% | +1.3% |
| 7D | -1.8% | -11.6% | +9.8% | +1.7% |
| 30D | +11.0% | -6.2% | +17.2% | +12.6% |
| 3M | +17.9% | -24.6% | +42.5% | +26.3% |
| 6M | +33.2% | -44.9% | +78.1% | +55.3% |
| YTD | +16.5% | -62.3% | +78.7% | +49.2% |
| 1Y | +19.1% | -61.8% | +80.9% | +51.4% |
| 3Y | +70.6% | -75.3% | +145.9% | +136.3% |
| 5Y | +92.1% | -72.5% | +164.6% | +146.3% |
| 10Y | +569.6% | +0.8% | +568.8% | +433.0% |
| All | +569.6% | +0.5% | +569.1% | +433.0% |
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