+72.1%
MA vs STLA
-74.0%
+146.1%
-20.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.2% | -0.3% | -0.5% |
| 7D | +2.3% | -4.5% | +6.8% | +2.9% |
| 30D | +14.7% | -3.9% | +18.6% | +15.1% |
| 3M | +13.5% | -20.2% | +33.7% | +16.2% |
| 6M | +33.1% | -42.2% | +75.3% | +41.4% |
| YTD | +15.1% | -59.3% | +74.4% | +27.5% |
| 1Y | +18.7% | -56.1% | +74.8% | +29.6% |
| 3Y | +72.1% | -73.7% | +145.7% | +91.8% |
| All | +72.1% | -74.0% | +146.1% | +91.8% |
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 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