+174.8%
MS vs STLA
-73.7%
+248.5%
-29.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -0.2% | +3.3% | +3.2% |
| 7D | +0.7% | -6.4% | +7.1% | +2.2% |
| 30D | -0.9% | -1.3% | +0.4% | -0.8% |
| 3M | -13.0% | -19.9% | +6.9% | -9.2% |
| 6M | -2.0% | -42.9% | +40.9% | +9.7% |
| YTD | +7.8% | -59.4% | +67.2% | +28.9% |
| 1Y | +17.9% | -56.8% | +74.7% | +38.2% |
| 3Y | +174.8% | -73.1% | +247.9% | +220.0% |
| All | +174.8% | -73.7% | +248.5% | +220.0% |
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 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