+267.3%
MP vs STLA
-31.7%
+299.0%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -3.5% | +4.3% | +2.2% |
| 7D | +2.3% | -11.6% | +13.9% | +7.7% |
| 30D | -15.3% | -6.2% | -9.1% | -13.5% |
| 3M | -33.5% | -24.6% | -8.9% | -26.1% |
| 6M | -45.5% | -44.9% | -0.6% | -31.2% |
| YTD | -27.3% | -62.3% | +35.0% | +4.8% |
| 1Y | -40.7% | -61.8% | +21.1% | -15.6% |
| 3Y | +145.9% | -75.3% | +221.2% | +323.8% |
| 5Y | -13.9% | -72.5% | +58.6% | +31.5% |
| All | +267.3% | -31.7% | +299.0% | +310.4% |
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 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