+424.9%
MAR vs STLA
+51.6%
+373.2%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.2% | -0.5% | -0.7% |
| 7D | -2.1% | -3.8% | +1.7% | -0.7% |
| 30D | -5.7% | -3.1% | -2.5% | -4.9% |
| 3M | -14.6% | -19.6% | +5.0% | -8.5% |
| 6M | +1.3% | -23.5% | +24.8% | +9.8% |
| YTD | +6.7% | -51.5% | +58.2% | +33.8% |
| 1Y | +26.4% | -39.7% | +66.1% | +43.3% |
| 3Y | +64.7% | -66.3% | +131.1% | +121.7% |
| 5Y | +153.1% | -63.1% | +216.2% | +215.8% |
| All | +424.9% | +51.6% | +373.2% | +365.2% |
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 2016-09-10 to 2026-09-10: 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling