+112.4%
MS vs STLA
-70.1%
+182.5%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.2% | -0.3% | -0.5% |
| 7D | -1.6% | -4.5% | +3.0% | -0.2% |
| 30D | -3.8% | -3.9% | +0.1% | -2.9% |
| 3M | -14.6% | -20.2% | +5.6% | -9.6% |
| 6M | -5.1% | -42.2% | +37.1% | +9.9% |
| YTD | +4.5% | -59.3% | +63.8% | +32.2% |
| 1Y | +13.5% | -56.1% | +69.6% | +39.3% |
| 3Y | +160.4% | -73.7% | +234.1% | +260.9% |
| All | +112.4% | -70.1% | +182.5% | +157.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling