+274.5%
MP vs STLA
-35.8%
+310.3%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -6.1% | +8.0% | +4.5% |
| 7D | +11.0% | -13.1% | +24.1% | +17.5% |
| 30D | -11.7% | -13.3% | +1.5% | -7.0% |
| 3M | -30.8% | -27.9% | -2.9% | -21.8% |
| 6M | -42.9% | -47.8% | +4.9% | -26.4% |
| YTD | -25.9% | -64.6% | +38.7% | +9.5% |
| 1Y | -37.3% | -64.0% | +26.7% | -8.7% |
| 3Y | +150.7% | -76.8% | +227.5% | +342.8% |
| 5Y | -19.3% | -74.2% | +54.9% | +26.3% |
| All | +274.5% | -35.8% | +310.3% | +328.8% |
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