+5,975.2%
MU vs STLA
+51.8%
+5,923.5%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.1% | +1.3% | +4.8% | +5.5% |
| 7D | +9.0% | +2.6% | +6.4% | +7.7% |
| 30D | +13.8% | -1.2% | +15.1% | +13.9% |
| 3M | +2.1% | -24.8% | +26.8% | +15.6% |
| 6M | +153.8% | -25.6% | +179.4% | +187.1% |
| YTD | +256.4% | -48.9% | +305.3% | +365.2% |
| 1Y | +719.8% | -38.8% | +758.5% | +869.6% |
| 3Y | +1,360.4% | -64.5% | +1,424.9% | +2,039.1% |
| 5Y | +1,312.4% | -62.4% | +1,374.9% | +1,850.4% |
| All | +5,975.2% | +51.8% | +5,923.5% | +5,433.3% |
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