+20.9%
MS vs STLA
-53.0%
+73.9%
-21.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +3.8% | +0.4% | +3.8% |
| 7D | +2.6% | -0.6% | +3.3% | +2.7% |
| 30D | +2.6% | +3.6% | -1.0% | +2.0% |
| 3M | -10.1% | -20.6% | +10.6% | -8.0% |
| 6M | +4.4% | -34.3% | +38.7% | +9.0% |
| YTD | +11.7% | -57.3% | +69.0% | +20.8% |
| 1Y | +20.9% | -52.6% | +73.6% | +25.9% |
| All | +20.9% | -53.0% | +73.9% | +25.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling