+578.8%
MS vs STLA
+21.0%
+557.8%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -0.2% | +3.3% | +3.2% |
| 7D | +0.7% | -6.4% | +7.1% | +3.2% |
| 30D | -0.9% | -1.3% | +0.4% | -0.8% |
| 3M | -13.0% | -19.9% | +6.9% | -6.6% |
| 6M | -2.0% | -42.9% | +40.9% | +18.5% |
| YTD | +7.8% | -59.4% | +67.2% | +44.5% |
| 1Y | +17.9% | -56.8% | +74.7% | +53.3% |
| 3Y | +174.8% | -73.1% | +247.9% | +307.2% |
| 5Y | +119.9% | -70.1% | +189.9% | +198.1% |
| 10Y | +578.8% | +19.8% | +559.1% | +458.0% |
| All | +578.8% | +21.0% | +557.8% | +458.0% |
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