+13,824.2%
MA vs STRL
+1,548.6%
+12,275.6%
-62.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +5.8% | -6.9% | -2.0% |
| 7D | -2.7% | +3.4% | -6.1% | -3.3% |
| 30D | +1.5% | -9.2% | +10.8% | +2.8% |
| 3M | +20.4% | -51.0% | +71.5% | +32.5% |
| 6M | +11.1% | +15.8% | -4.6% | +1.1% |
| YTD | +2.0% | +58.9% | -56.9% | -13.3% |
| 1Y | -2.2% | +68.5% | -70.7% | -19.1% |
| 3Y | +41.9% | +485.2% | -443.3% | -14.0% |
| 5Y | +75.4% | +2,005.1% | -1,929.8% | -20.8% |
| 10Y | +527.5% | +7,118.0% | -6,590.4% | +96.5% |
| All | +13,824.2% | +1,548.6% | +12,275.6% | +4,785.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling