+120.7%
MAR vs STLA
-73.7%
+194.4%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.2% | +0.4% | +0.2% |
| 7D | +0.2% | -6.4% | +6.6% | +1.5% |
| 30D | +14.0% | -1.3% | +15.4% | +14.1% |
| 3M | +18.1% | -19.9% | +38.0% | +23.0% |
| 6M | +18.6% | -42.9% | +61.5% | +32.8% |
| YTD | +35.3% | -59.4% | +94.7% | +61.6% |
| 1Y | +44.5% | -56.8% | +101.3% | +69.1% |
| 3Y | +120.7% | -73.1% | +193.8% | +179.9% |
| All | +120.7% | -73.7% | +194.4% | +179.9% |
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