+800.7%
MSCI vs STLA
+12.4%
+788.3%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -3.6% | +5.2% | +2.6% |
| 7D | +2.7% | -4.9% | +7.6% | +4.0% |
| 30D | +16.2% | -4.9% | +21.1% | +17.3% |
| 3M | +17.1% | -23.7% | +40.7% | +24.7% |
| 6M | +13.0% | -45.0% | +58.0% | +30.6% |
| YTD | +15.8% | -60.9% | +76.6% | +44.1% |
| 1Y | +15.5% | -58.9% | +74.4% | +41.0% |
| 3Y | +32.3% | -74.4% | +106.8% | +77.0% |
| 5Y | +8.2% | -71.5% | +79.7% | +35.2% |
| 10Y | +800.7% | +5.3% | +795.4% | +677.5% |
| All | +800.7% | +12.4% | +788.3% | +677.5% |
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