+2,129.7%
MSI vs STLA
+263.8%
+1,865.9%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +1.3% | -2.2% | -1.1% |
| 7D | -3.7% | +2.6% | -6.3% | -4.0% |
| 30D | +6.8% | -1.2% | +8.1% | +6.9% |
| 3M | +14.3% | -24.8% | +39.1% | +18.3% |
| 6M | -1.6% | -25.6% | +24.0% | +1.6% |
| YTD | +22.8% | -48.9% | +71.7% | +32.6% |
| 1Y | -1.1% | -38.8% | +37.7% | +3.4% |
| 3Y | +70.5% | -64.5% | +135.0% | +88.4% |
| 5Y | +102.8% | -62.4% | +165.2% | +118.3% |
| 10Y | +597.4% | +55.4% | +542.0% | +523.2% |
| All | +2,129.7% | +263.8% | +1,865.9% | +1,919.5% |
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 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