+88.0%
MSFU vs STLA
-62.1%
+150.1%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.0% | +1.4% | +0.6% |
| 7D | -2.8% | -13.8% | +11.0% | +1.0% |
| 30D | -5.3% | -10.5% | +5.2% | -2.8% |
| 3M | +7.2% | -28.9% | +36.1% | +16.5% |
| 6M | +51.0% | -49.7% | +100.7% | +78.7% |
| YTD | -1.2% | -64.9% | +63.7% | +27.0% |
| 1Y | -10.3% | -64.0% | +53.7% | +13.5% |
| 3Y | +22.2% | -77.4% | +99.7% | +69.6% |
| All | +88.0% | -62.1% | +150.1% | +65.1% |
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