+568.4%
MA vs STRL
+3,927.3%
-3,358.8%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.4% | +0.8% | +0.5% |
| 7D | +1.8% | -19.8% | +21.6% | +3.5% |
| 30D | +11.8% | -43.6% | +55.4% | +17.8% |
| 3M | +17.2% | -45.2% | +62.4% | +23.3% |
| 6M | +33.4% | -65.7% | +99.1% | +45.9% |
| YTD | +16.1% | -5.4% | +21.6% | +5.9% |
| 1Y | +19.9% | -24.7% | +44.6% | +12.9% |
| 3Y | +70.1% | +335.0% | -265.0% | +8.8% |
| 5Y | +89.6% | +915.3% | -825.6% | -2.3% |
| 10Y | +568.4% | +3,877.5% | -3,309.0% | +153.7% |
| All | +568.4% | +3,927.3% | -3,358.8% | +153.7% |
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