+554.8%
MA vs STRL
+4,310.8%
-3,756.0%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +15.0% | -14.5% | -1.1% |
| 7D | -0.3% | -13.3% | +13.0% | +0.5% |
| 30D | +11.3% | -43.3% | +54.7% | +17.2% |
| 3M | +16.7% | -46.9% | +63.5% | +23.2% |
| 6M | +32.8% | -65.6% | +98.4% | +45.1% |
| YTD | +15.6% | -5.1% | +20.7% | +5.4% |
| 1Y | +19.6% | -23.1% | +42.6% | +12.2% |
| 3Y | +72.1% | +346.8% | -274.7% | +9.6% |
| 5Y | +96.0% | +907.2% | -811.1% | +1.3% |
| 10Y | +554.8% | +3,988.2% | -3,433.4% | +149.1% |
| All | +554.8% | +4,310.8% | -3,756.0% | +149.1% |
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