+72.2%
MSFU vs STLA
-46.5%
+118.7%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -3.1% | +0.7% | -1.5% |
| 7D | -3.2% | +0.7% | -3.9% | -3.3% |
| 30D | -3.1% | -2.4% | -0.8% | -2.6% |
| 3M | +35.3% | -23.9% | +59.1% | +44.7% |
| 6M | +31.6% | -24.6% | +56.2% | +40.3% |
| YTD | -9.5% | -50.5% | +41.0% | +6.9% |
| 1Y | -18.4% | -39.8% | +21.4% | -11.5% |
| 3Y | +26.9% | -65.6% | +92.6% | +53.3% |
| All | +72.2% | -46.5% | +118.7% | +39.0% |
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