+4,271.9%
MU vs STLA
+21.0%
+4,250.9%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | -0.2% | +6.5% | +6.4% |
| 7D | -12.0% | -6.4% | -5.7% | -9.3% |
| 30D | -28.7% | -1.3% | -27.4% | -28.6% |
| 3M | -16.4% | -19.9% | +3.5% | -8.8% |
| 6M | -1.8% | -42.9% | +41.1% | +25.0% |
| YTD | +157.1% | -59.4% | +216.5% | +270.3% |
| 1Y | +208.5% | -56.8% | +265.3% | +328.6% |
| 3Y | +906.2% | -73.1% | +979.2% | +1,573.7% |
| 5Y | +893.4% | -70.1% | +963.5% | +1,415.9% |
| 10Y | +4,271.9% | +19.8% | +4,252.1% | +4,673.4% |
| All | +4,271.9% | +21.0% | +4,250.9% | +4,673.4% |
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