+47.6%
STLA vs MDY
+175.0%
-127.4%
-80.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.9% | +0.8% | +0.9% |
| 7D | -3.8% | -2.5% | -1.3% | -1.0% |
| 30D | -3.1% | -5.0% | +1.9% | +2.8% |
| 3M | -19.6% | +0.5% | -20.1% | -20.1% |
| 6M | -23.5% | +8.0% | -31.5% | -29.7% |
| YTD | -51.5% | +12.2% | -63.7% | -58.0% |
| 1Y | -39.7% | +14.0% | -53.6% | -48.4% |
| 3Y | -66.3% | +48.2% | -114.5% | -78.3% |
| 5Y | -63.1% | +46.1% | -109.2% | -75.6% |
| All | +47.6% | +175.0% | -127.4% | -52.1% |
Cumulative growth
Daily Returns
Daily percentage return beside MDY.
Daily Out/Under-Performance
Portfolio return minus MDY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MDY 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 MDY 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