+2,241.3%
MSCI vs STLA
+263.8%
+1,977.5%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.3% | -1.6% | -0.5% |
| 7D | +0.4% | +2.6% | -2.2% | -0.1% |
| 30D | +0.6% | -1.2% | +1.8% | +0.7% |
| 3M | -7.1% | -24.8% | +17.7% | -2.2% |
| 6M | +0.8% | -25.6% | +26.4% | +5.9% |
| YTD | +1.0% | -48.9% | +49.9% | +13.1% |
| 1Y | +4.3% | -38.8% | +43.1% | +11.6% |
| 3Y | +9.9% | -64.5% | +74.5% | +27.7% |
| 5Y | -6.8% | -62.4% | +55.7% | +5.4% |
| 10Y | +614.7% | +55.4% | +559.3% | +529.9% |
| All | +2,241.3% | +263.8% | +1,977.5% | +1,910.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling