+3,550.5%
MA vs STLA
+189.9%
+3,360.6%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.2% | -0.3% | -0.4% |
| 7D | +2.3% | -4.5% | +6.8% | +3.3% |
| 30D | +14.7% | -3.9% | +18.6% | +15.3% |
| 3M | +13.5% | -20.2% | +33.7% | +18.1% |
| 6M | +33.1% | -42.2% | +75.3% | +47.3% |
| YTD | +15.1% | -59.3% | +74.4% | +35.4% |
| 1Y | +18.7% | -56.1% | +74.8% | +37.0% |
| 3Y | +72.1% | -73.7% | +145.7% | +114.1% |
| 5Y | +92.8% | -70.3% | +163.1% | +128.9% |
| 10Y | +571.6% | +23.1% | +548.6% | +515.0% |
| All | +3,550.5% | +189.9% | +3,360.6% | +2,835.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling