+995.4%
MU vs STLA
-75.4%
+1,070.8%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.9% | -3.5% | +15.4% | +13.3% |
| 7D | +2.0% | -11.6% | +13.6% | +7.2% |
| 30D | -18.0% | -6.2% | -11.8% | -16.3% |
| 3M | -6.6% | -24.6% | +18.0% | +3.2% |
| 6M | +2.0% | -44.9% | +46.9% | +28.5% |
| YTD | +184.5% | -62.3% | +246.7% | +307.9% |
| 1Y | +236.9% | -61.8% | +298.7% | +377.4% |
| All | +995.4% | -75.4% | +1,070.8% | +1,679.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling