-90.8%
MSTU vs STLA
-70.7%
-20.1%
-99.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -3.5% | +5.4% | +4.3% |
| 7D | -27.7% | -11.6% | -16.1% | -20.8% |
| 30D | -40.3% | -6.2% | -34.1% | -37.6% |
| 3M | +26.4% | -24.6% | +51.0% | +54.1% |
| 6M | -75.7% | -44.9% | -30.8% | -63.0% |
| YTD | -71.9% | -62.3% | -9.6% | -46.1% |
| 1Y | -89.3% | -61.8% | -27.5% | -80.2% |
| All | -90.8% | -70.7% | -20.1% | -77.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling