+64.1%
MSFT vs STLA
-70.1%
+134.1%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.2% | -0.8% | -1.0% |
| 7D | +1.7% | -4.5% | +6.2% | +2.5% |
| 30D | +0.2% | -3.9% | +4.1% | +0.7% |
| 3M | +6.4% | -20.2% | +26.5% | +10.4% |
| 6M | +28.7% | -42.2% | +70.9% | +41.5% |
| YTD | +10.4% | -59.3% | +69.7% | +29.0% |
| 1Y | +7.6% | -56.1% | +63.7% | +22.8% |
| 3Y | +52.3% | -73.7% | +126.0% | +90.0% |
| All | +64.1% | -70.1% | +134.1% | +75.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling