+2,418.9%
MSI vs STLA
+178.7%
+2,240.1%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -3.6% | +3.5% | +0.4% |
| 7D | +7.4% | -4.9% | +12.3% | +8.1% |
| 30D | +18.7% | -4.9% | +23.6% | +19.2% |
| 3M | +14.5% | -23.7% | +38.1% | +18.0% |
| 6M | +38.1% | -45.0% | +83.1% | +48.4% |
| YTD | +38.7% | -60.9% | +99.6% | +54.6% |
| 1Y | +35.4% | -58.9% | +94.3% | +49.5% |
| 3Y | +75.1% | -74.4% | +149.5% | +101.8% |
| 5Y | +126.4% | -71.5% | +197.9% | +152.0% |
| 10Y | +671.4% | +5.3% | +666.1% | +618.3% |
| All | +2,418.9% | +178.7% | +2,240.1% | +2,254.1% |
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