+1,689.3%
MKSI vs STLA
+245.5%
+1,443.8%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -0.2% | -2.1% | -2.3% |
| 7D | +4.9% | -3.8% | +8.7% | +6.2% |
| 30D | -11.0% | -3.1% | -7.9% | -10.6% |
| 3M | -17.1% | -19.6% | +2.6% | -11.8% |
| 6M | +16.4% | -23.5% | +39.9% | +25.4% |
| YTD | +64.3% | -51.5% | +115.8% | +100.7% |
| 1Y | +137.7% | -39.7% | +177.4% | +168.0% |
| 3Y | +189.1% | -66.3% | +255.4% | +291.0% |
| 5Y | +83.1% | -63.1% | +146.3% | +139.0% |
| 10Y | +509.4% | +48.5% | +460.9% | +510.9% |
| All | +1,689.3% | +245.5% | +1,443.8% | +1,552.4% |
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 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