+674.5%
MSI vs STLA
+21.0%
+653.5%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -0.2% | +2.8% | +2.7% |
| 7D | +8.3% | -6.4% | +14.7% | +9.5% |
| 30D | +18.9% | -1.3% | +20.2% | +18.7% |
| 3M | +13.2% | -19.9% | +33.1% | +17.1% |
| 6M | +38.3% | -42.9% | +81.2% | +51.6% |
| YTD | +38.9% | -59.4% | +98.3% | +60.4% |
| 1Y | +36.7% | -56.8% | +93.5% | +55.4% |
| 3Y | +76.6% | -73.1% | +149.6% | +114.0% |
| 5Y | +124.5% | -70.1% | +194.6% | +156.6% |
| 10Y | +674.5% | +19.8% | +654.7% | +519.5% |
| All | +674.5% | +21.0% | +653.5% | +519.5% |
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