+2,396.1%
MUU vs STLA
-55.9%
+2,452.0%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +2.3% | -3.4% | -2.9% |
| 7D | -8.2% | -2.9% | -5.4% | -6.2% |
| 30D | +10.2% | +0.9% | +9.2% | +8.4% |
| 3M | -26.5% | -21.6% | -4.9% | -11.5% |
| 6M | +227.2% | -21.6% | +248.8% | +301.2% |
| YTD | +527.4% | -50.4% | +577.8% | +948.2% |
| 1Y | +1,843.7% | -43.6% | +1,887.2% | +2,707.9% |
| All | +2,396.1% | -55.9% | +2,452.0% | +3,881.3% |
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 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