+868.6%
MSFT vs STLA
+48.0%
+820.6%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -3.1% | +1.9% | -0.4% |
| 7D | -1.4% | +0.7% | -2.2% | -1.6% |
| 30D | -1.0% | -2.4% | +1.3% | -0.6% |
| 3M | +20.2% | -23.9% | +44.1% | +27.5% |
| 6M | +21.3% | -24.6% | +45.9% | +28.2% |
| YTD | +2.8% | -50.5% | +53.3% | +18.6% |
| 1Y | 0.0% | -39.8% | +39.8% | +8.3% |
| 3Y | +51.2% | -65.6% | +116.9% | +82.3% |
| 5Y | +71.4% | -62.1% | +133.5% | +94.3% |
| 10Y | +868.6% | +47.8% | +820.8% | +716.9% |
| All | +868.6% | +48.0% | +820.6% | +716.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling