+498.8%
MAR vs STLA
-4.1%
+502.9%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.0% | +0.7% | 0.0% |
| 7D | +1.6% | -13.8% | +15.4% | +6.9% |
| 30D | +13.8% | -10.5% | +24.3% | +17.6% |
| 3M | +20.3% | -28.9% | +49.1% | +33.7% |
| 6M | +21.3% | -49.7% | +71.1% | +52.3% |
| YTD | +37.2% | -64.9% | +102.1% | +92.3% |
| 1Y | +48.4% | -64.0% | +112.5% | +104.9% |
| 3Y | +120.1% | -77.4% | +197.6% | +244.5% |
| 5Y | +182.1% | -74.4% | +256.5% | +300.7% |
| All | +498.8% | -4.1% | +502.9% | +406.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling