+349.5%
MTUM vs STLA
+55.1%
+294.4%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +2.3% | -1.0% | +0.8% |
| 7D | +0.7% | -2.9% | +3.6% | +1.4% |
| 30D | -2.4% | +0.9% | -3.4% | -2.9% |
| 3M | -3.6% | -21.6% | +18.0% | +1.5% |
| 6M | +23.7% | -21.6% | +45.3% | +29.8% |
| YTD | +22.9% | -50.4% | +73.3% | +41.6% |
| 1Y | +21.8% | -43.6% | +65.3% | +34.6% |
| 3Y | +114.4% | -66.4% | +180.9% | +160.2% |
| 5Y | +79.6% | -62.3% | +141.9% | +105.0% |
| All | +349.5% | +55.1% | +294.4% | +296.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling