+847.5%
MSCI vs STLA
-4.1%
+851.6%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.0% | +2.4% | +1.6% |
| 7D | +3.0% | -13.8% | +16.8% | +7.0% |
| 30D | +17.8% | -10.5% | +28.3% | +20.8% |
| 3M | +15.2% | -28.9% | +44.1% | +24.8% |
| 6M | +16.5% | -49.7% | +66.2% | +37.8% |
| YTD | +16.4% | -64.9% | +81.3% | +48.9% |
| 1Y | +16.8% | -64.0% | +80.8% | +47.7% |
| 3Y | +35.8% | -77.4% | +113.2% | +87.7% |
| 5Y | +7.0% | -74.4% | +81.4% | +37.3% |
| All | +847.5% | -4.1% | +851.6% | +793.8% |
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