+15,614.6%
MA vs STRL
+756.7%
+14,857.9%
-62.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +3.5% | -4.0% | -1.0% |
| 7D | +2.3% | -26.9% | +29.2% | +6.5% |
| 30D | +14.7% | -52.7% | +67.3% | +27.3% |
| 3M | +13.5% | -52.8% | +66.3% | +25.3% |
| 6M | +33.1% | -71.5% | +104.6% | +55.7% |
| YTD | +15.1% | -17.4% | +32.5% | +6.8% |
| 1Y | +18.7% | -35.0% | +53.7% | +14.4% |
| 3Y | +72.1% | +239.2% | -167.1% | +11.5% |
| 5Y | +92.8% | +830.2% | -737.4% | -1.6% |
| 10Y | +571.6% | +3,574.7% | -3,003.1% | +131.3% |
| All | +15,614.6% | +756.7% | +14,857.9% | +5,913.4% |
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