+265.1%
MU vs STLA
-53.0%
+318.1%
-39.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.0% | +3.8% | -10.8% | -7.8% |
| 7D | -19.1% | -0.6% | -18.5% | -19.1% |
| 30D | -25.2% | +3.6% | -28.8% | -26.1% |
| 3M | -10.9% | -20.6% | +9.7% | -6.5% |
| 6M | +38.0% | -34.3% | +72.3% | +54.2% |
| YTD | +178.8% | -57.3% | +236.1% | +229.1% |
| 1Y | +265.1% | -52.6% | +317.8% | +297.0% |
| All | +265.1% | -53.0% | +318.1% | +297.0% |
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