+553.1%
MA vs STRL
+3,580.1%
-3,027.0%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +3.5% | -4.0% | -0.8% |
| 7D | +2.3% | -26.9% | +29.2% | +5.1% |
| 30D | +14.7% | -52.7% | +67.3% | +23.1% |
| 3M | +13.5% | -52.8% | +66.3% | +21.4% |
| 6M | +33.1% | -71.5% | +104.6% | +48.5% |
| YTD | +15.1% | -17.4% | +32.5% | +6.6% |
| 1Y | +18.7% | -35.0% | +53.7% | +13.6% |
| 3Y | +72.1% | +239.2% | -167.1% | +14.0% |
| 5Y | +92.8% | +830.2% | -737.4% | +0.2% |
| All | +553.1% | +3,580.1% | -3,027.0% | +154.7% |
Cumulative growth
Daily Returns
Daily percentage return beside STRL.
Daily Out/Under-Performance
Portfolio return minus STRL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STRL 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 STRL 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