+36.9%
MSI vs STLA
-64.2%
+101.0%
-20.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -6.1% | +5.2% | -0.8% |
| 7D | +2.6% | -13.1% | +15.7% | +2.7% |
| 30D | +18.1% | -13.3% | +31.4% | +18.2% |
| 3M | +13.2% | -27.9% | +41.1% | +13.4% |
| 6M | +36.3% | -47.8% | +84.1% | +36.5% |
| YTD | +39.5% | -64.6% | +104.1% | +39.9% |
| 1Y | +36.9% | -64.0% | +100.9% | +36.3% |
| All | +36.9% | -64.2% | +101.0% | +36.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling