+76.3%
MSFU vs STLA
-44.8%
+121.1%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | +1.3% | -5.4% | -4.5% |
| 7D | -5.7% | +2.6% | -8.3% | -6.3% |
| 30D | +4.2% | -1.2% | +5.4% | +4.4% |
| 3M | +27.9% | -24.8% | +52.7% | +37.3% |
| 6M | +37.1% | -25.6% | +62.7% | +46.7% |
| YTD | -7.4% | -48.9% | +41.6% | +8.6% |
| 1Y | -19.6% | -38.8% | +19.2% | -13.1% |
| 3Y | +33.2% | -64.5% | +97.7% | +59.6% |
| All | +76.3% | -44.8% | +121.1% | +41.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling