+52.3%
MSFT vs STLA
-74.0%
+126.3%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.2% | -0.8% | -1.0% |
| 7D | +1.7% | -4.5% | +6.2% | +2.1% |
| 30D | +0.2% | -3.9% | +4.1% | +0.5% |
| 3M | +6.4% | -20.2% | +26.5% | +8.5% |
| 6M | +28.7% | -42.2% | +70.9% | +35.4% |
| YTD | +10.4% | -59.3% | +69.7% | +20.1% |
| 1Y | +7.6% | -56.1% | +63.7% | +15.4% |
| 3Y | +52.3% | -73.7% | +126.0% | +75.3% |
| All | +52.3% | -74.0% | +126.3% | +75.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling