+99.3%
MSI vs STLA
-62.5%
+161.8%
-27.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -3.1% | +2.0% | -0.7% |
| 7D | -5.8% | +0.7% | -6.5% | -5.9% |
| 30D | -1.0% | -2.4% | +1.4% | -0.8% |
| 3M | +14.2% | -23.9% | +38.0% | +17.7% |
| 6M | +1.0% | -24.6% | +25.7% | +3.8% |
| YTD | +21.5% | -50.5% | +72.0% | +31.3% |
| 1Y | -2.1% | -39.8% | +37.7% | +1.9% |
| 3Y | +69.3% | -65.6% | +134.9% | +88.4% |
| 5Y | +99.3% | -62.1% | +161.4% | +104.4% |
| All | +99.3% | -62.5% | +161.8% | +104.4% |
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