+254.1%
MP vs STLA
-26.4%
+280.5%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | -0.2% | +5.2% | +5.0% |
| 7D | -10.5% | -4.5% | -6.0% | -8.9% |
| 30D | -23.5% | -3.9% | -19.6% | -22.6% |
| 3M | -25.4% | -20.2% | -5.3% | -19.0% |
| 6M | -51.3% | -42.2% | -9.1% | -39.7% |
| YTD | -29.9% | -59.3% | +29.4% | -2.0% |
| 1Y | -31.8% | -56.1% | +24.2% | -9.2% |
| 3Y | +127.0% | -73.7% | +200.6% | +281.2% |
| 5Y | -3.3% | -70.3% | +67.0% | +42.8% |
| All | +254.1% | -26.4% | +280.5% | +283.5% |
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