+9.1%
MSCI vs STLA
-72.6%
+81.6%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -3.5% | +4.2% | +1.6% |
| 7D | -1.9% | -11.6% | +9.7% | +1.0% |
| 30D | +16.5% | -6.2% | +22.6% | +17.9% |
| 3M | +18.2% | -24.6% | +42.8% | +25.7% |
| 6M | +14.0% | -44.9% | +58.9% | +30.5% |
| YTD | +16.6% | -62.3% | +78.9% | +45.0% |
| 1Y | +14.8% | -61.8% | +76.6% | +41.7% |
| 3Y | +33.3% | -75.3% | +108.6% | +79.6% |
| 5Y | +9.1% | -72.5% | +81.6% | +26.4% |
| All | +9.1% | -72.6% | +81.6% | +26.4% |
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