+19.1%
MA vs STLA
-61.0%
+80.1%
-18.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -3.5% | +3.8% | +0.5% |
| 7D | -1.8% | -11.6% | +9.8% | -1.0% |
| 30D | +11.0% | -6.2% | +17.2% | +11.5% |
| 3M | +17.9% | -24.6% | +42.5% | +19.6% |
| 6M | +33.2% | -44.9% | +78.1% | +37.5% |
| YTD | +16.5% | -62.3% | +78.7% | +23.7% |
| 1Y | +19.1% | -61.8% | +80.9% | +24.3% |
| All | +19.1% | -61.0% | +80.1% | +24.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling