+1,201.8%
MAR vs STLA
+263.8%
+938.0%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.3% | -1.1% | -0.2% |
| 7D | -4.2% | +2.6% | -6.7% | -4.8% |
| 30D | -6.7% | -1.2% | -5.4% | -6.6% |
| 3M | -12.5% | -24.8% | +12.3% | -6.4% |
| 6M | +0.6% | -25.6% | +26.1% | +7.6% |
| YTD | +9.1% | -48.9% | +58.1% | +27.0% |
| 1Y | +26.2% | -38.8% | +65.0% | +38.5% |
| 3Y | +68.2% | -64.5% | +132.7% | +106.6% |
| 5Y | +163.9% | -62.4% | +226.3% | +212.9% |
| 10Y | +420.6% | +55.4% | +365.2% | +356.4% |
| All | +1,201.8% | +263.8% | +938.0% | +978.3% |
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