+70.7%
MA vs STLA
-77.1%
+147.8%
-20.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.0% | +2.4% | +1.4% |
| 7D | +1.3% | -13.8% | +15.1% | +3.0% |
| 30D | +9.6% | -10.5% | +20.1% | +11.0% |
| 3M | +16.8% | -28.9% | +45.6% | +21.1% |
| 6M | +35.2% | -49.7% | +84.9% | +46.0% |
| YTD | +16.6% | -64.9% | +81.5% | +31.3% |
| 1Y | +19.8% | -64.0% | +83.8% | +34.1% |
| 3Y | +70.7% | -77.4% | +148.1% | +94.6% |
| All | +70.7% | -77.1% | +147.8% | +94.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling