-93.7%
MSTU vs STLA
-41.2%
-52.4%
-97.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -1.9% | -3.6% | -5.0% |
| 7D | +12.9% | +0.4% | +12.5% | +13.2% |
| 30D | +68.3% | -5.2% | +73.5% | +69.1% |
| 3M | +0.4% | -24.9% | +25.2% | +1.8% |
| 6M | -41.5% | -25.2% | -16.3% | -40.0% |
| YTD | -61.7% | -51.4% | -10.3% | -57.6% |
| 1Y | -93.7% | -40.7% | -53.0% | -94.1% |
| All | -93.7% | -41.2% | -52.4% | -94.1% |
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 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