+103.9%
MSFU vs STLA
-56.1%
+160.0%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | -0.2% | +5.7% | +5.5% |
| 7D | +14.6% | -6.4% | +20.9% | +16.6% |
| 30D | +2.1% | -1.3% | +3.5% | +2.2% |
| 3M | +14.7% | -19.9% | +34.6% | +20.8% |
| 6M | +55.7% | -42.9% | +98.6% | +78.2% |
| YTD | +7.1% | -59.4% | +66.5% | +32.6% |
| 1Y | -0.5% | -56.8% | +56.3% | +19.7% |
| 3Y | +35.7% | -73.1% | +108.8% | +78.1% |
| All | +103.9% | -56.1% | +160.0% | +72.4% |
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