+181.3%
MS vs STLA
-64.3%
+245.6%
-29.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.3% | -1.0% | 0.0% |
| 7D | +1.4% | +2.6% | -1.2% | +0.8% |
| 30D | -0.3% | -1.2% | +1.0% | -0.1% |
| 3M | +0.3% | -24.8% | +25.1% | +6.5% |
| 6M | +31.3% | -25.6% | +56.9% | +39.2% |
| YTD | +24.7% | -48.9% | +73.6% | +42.9% |
| 1Y | +47.9% | -38.8% | +86.7% | +58.9% |
| All | +181.3% | -64.3% | +245.6% | +216.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling