-86.8%
MSTU vs STLA
-61.6%
-25.2%
-99.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.6% | -3.1% | -5.6% | -6.4% |
| 7D | +16.1% | +0.7% | +15.4% | +16.4% |
| 30D | +68.7% | -2.4% | +71.0% | +72.9% |
| 3M | -11.0% | -23.9% | +12.9% | +8.5% |
| 6M | -33.4% | -24.6% | -8.8% | -17.6% |
| YTD | -59.5% | -50.5% | -9.0% | -35.3% |
| 1Y | -93.4% | -39.8% | -53.5% | -91.8% |
| All | -86.8% | -61.6% | -25.2% | -73.2% |
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