+114.0%
MS vs STLA
-70.3%
+184.3%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | -4.5% | -1.4% | -4.7% |
| 7D | -3.4% | -5.5% | +2.1% | -1.8% |
| 30D | -3.9% | -3.7% | -0.2% | -3.1% |
| 3M | -15.9% | -21.1% | +5.2% | -10.7% |
| 6M | -2.5% | -38.3% | +35.9% | +10.7% |
| YTD | +5.1% | -59.2% | +64.3% | +32.8% |
| 1Y | +13.0% | -56.7% | +69.6% | +39.2% |
| 3Y | +160.7% | -74.3% | +235.0% | +265.5% |
| 5Y | +114.0% | -70.2% | +184.3% | +159.0% |
| All | +114.0% | -70.3% | +184.3% | +159.0% |
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 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