+554.8%
MA vs STLA
+21.0%
+533.8%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.2% | +0.7% | +0.5% |
| 7D | -0.3% | -6.4% | +6.0% | +1.5% |
| 30D | +11.3% | -1.3% | +12.7% | +11.4% |
| 3M | +16.7% | -19.9% | +36.6% | +23.0% |
| 6M | +32.8% | -42.9% | +75.7% | +53.2% |
| YTD | +15.6% | -59.4% | +75.0% | +44.9% |
| 1Y | +19.6% | -56.8% | +76.4% | +46.3% |
| 3Y | +72.1% | -73.1% | +145.2% | +131.7% |
| 5Y | +96.0% | -70.1% | +166.1% | +144.9% |
| 10Y | +554.8% | +19.8% | +535.0% | +437.8% |
| All | +554.8% | +21.0% | +533.8% | +437.8% |
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