+596.9%
MSI vs STLA
+46.8%
+550.1%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.9% | +1.2% | -0.3% |
| 7D | -4.0% | +0.4% | -4.4% | -4.1% |
| 30D | -0.5% | -5.2% | +4.7% | +0.4% |
| 3M | +11.4% | -24.9% | +36.3% | +16.9% |
| 6M | +1.0% | -25.2% | +26.1% | +5.3% |
| YTD | +20.7% | -51.4% | +72.1% | +35.5% |
| 1Y | -2.7% | -40.7% | +38.0% | +3.8% |
| 3Y | +68.2% | -66.3% | +134.5% | +95.4% |
| 5Y | +100.0% | -63.2% | +163.2% | +120.5% |
| 10Y | +596.9% | +48.7% | +548.1% | +446.5% |
| All | +596.9% | +46.8% | +550.1% | +446.5% |
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