+3.8%
MSCI vs STLA
-70.1%
+73.9%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -0.2% | -2.0% | -2.2% |
| 7D | +2.8% | -4.5% | +7.4% | +4.0% |
| 30D | +15.4% | -3.9% | +19.3% | +16.2% |
| 3M | +13.4% | -20.2% | +33.6% | +19.0% |
| 6M | +10.9% | -42.2% | +53.1% | +25.5% |
| YTD | +13.0% | -59.3% | +72.3% | +38.1% |
| 1Y | +12.0% | -56.1% | +68.1% | +33.1% |
| 3Y | +34.1% | -73.7% | +107.8% | +78.2% |
| All | +3.8% | -70.1% | +73.9% | +16.6% |
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