+915.1%
MSFT vs STLA
-4.1%
+919.2%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.0% | +1.2% | +0.4% |
| 7D | -1.3% | -13.8% | +12.5% | +2.2% |
| 30D | -1.8% | -10.5% | +8.7% | +0.4% |
| 3M | +5.6% | -28.9% | +34.5% | +13.5% |
| 6M | +29.8% | -49.7% | +79.5% | +50.8% |
| YTD | +9.0% | -64.9% | +73.9% | +35.9% |
| 1Y | +4.9% | -64.0% | +69.0% | +29.4% |
| 3Y | +46.2% | -77.4% | +123.6% | +95.7% |
| 5Y | +62.1% | -74.4% | +136.5% | +101.4% |
| All | +915.1% | -4.1% | +919.2% | +793.5% |
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 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