+847.8%
MU vs STLA
-70.1%
+917.9%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | -0.2% | +5.3% | +5.2% |
| 7D | -22.0% | -4.5% | -17.5% | -20.4% |
| 30D | -36.6% | -3.9% | -32.7% | -35.7% |
| 3M | -21.7% | -20.2% | -1.5% | -14.5% |
| 6M | +3.5% | -42.2% | +45.7% | +31.2% |
| YTD | +141.9% | -59.3% | +201.3% | +248.9% |
| 1Y | +189.8% | -56.1% | +245.9% | +298.5% |
| 3Y | +855.4% | -73.7% | +929.0% | +1,499.0% |
| All | +847.8% | -70.1% | +917.9% | +1,250.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling