-7.5%
MSCI vs STLA
-62.4%
+54.9%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.3% | -1.6% | -0.6% |
| 7D | +0.4% | +2.6% | -2.2% | -0.3% |
| 30D | +0.6% | -1.2% | +1.8% | +0.7% |
| 3M | -7.1% | -24.8% | +17.7% | -0.8% |
| 6M | +0.8% | -25.6% | +26.4% | +7.3% |
| YTD | +1.0% | -48.9% | +49.9% | +17.3% |
| 1Y | +4.3% | -38.8% | +43.1% | +12.9% |
| 3Y | +9.9% | -64.5% | +74.5% | +33.9% |
| All | -7.5% | -62.4% | +54.9% | -1.3% |
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