+2,519.2%
MSCI vs STLA
+189.9%
+2,329.3%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -0.2% | -2.0% | -2.2% |
| 7D | +2.8% | -4.5% | +7.4% | +3.8% |
| 30D | +15.4% | -3.9% | +19.3% | +16.0% |
| 3M | +13.4% | -20.2% | +33.6% | +17.8% |
| 6M | +10.9% | -42.2% | +53.1% | +22.3% |
| YTD | +13.0% | -59.3% | +72.3% | +31.8% |
| 1Y | +12.0% | -56.1% | +68.1% | +28.2% |
| 3Y | +34.1% | -73.7% | +107.8% | +64.8% |
| 5Y | +3.9% | -70.3% | +74.2% | +22.5% |
| 10Y | +802.0% | +23.1% | +778.9% | +729.3% |
| All | +2,519.2% | +189.9% | +2,329.3% | +2,241.5% |
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 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