+287.6%
MP vs STLA
-36.5%
+324.1%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -1.0% | +4.5% | +3.9% |
| 7D | +9.5% | -13.8% | +23.2% | +16.2% |
| 30D | -3.0% | -10.5% | +7.6% | +0.8% |
| 3M | -30.4% | -28.9% | -1.5% | -20.8% |
| 6M | -39.2% | -49.7% | +10.6% | -20.3% |
| YTD | -23.3% | -64.9% | +41.6% | +13.9% |
| 1Y | -32.6% | -64.0% | +31.4% | -2.1% |
| 3Y | +159.3% | -77.4% | +236.7% | +364.7% |
| 5Y | -16.4% | -74.4% | +58.0% | +31.3% |
| All | +287.6% | -36.5% | +324.1% | +345.7% |
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