-88.0%
MSTU vs STLA
-61.6%
-26.4%
-99.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +2.3% | +1.3% | +1.9% |
| 7D | -16.6% | -2.9% | -13.7% | -14.6% |
| 30D | +69.7% | +0.9% | +68.8% | +70.3% |
| 3M | -7.5% | -21.6% | +14.1% | +10.7% |
| 6M | -43.1% | -21.6% | -21.5% | -31.2% |
| YTD | -63.0% | -50.4% | -12.6% | -41.0% |
| 1Y | -93.8% | -43.6% | -50.2% | -91.6% |
| All | -88.0% | -61.6% | -26.4% | -75.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling