+161.8%
MS vs STRL
+222.3%
-60.5%
-29.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | -13.9% | +7.9% | -3.9% |
| 7D | -3.4% | -34.6% | +31.2% | +2.1% |
| 30D | -3.9% | -56.7% | +52.7% | +8.0% |
| 3M | -15.9% | -54.4% | +38.5% | -6.6% |
| 6M | -2.5% | -69.7% | +67.2% | +13.6% |
| YTD | +5.1% | -20.2% | +25.3% | -0.5% |
| 1Y | +13.0% | -40.6% | +53.5% | +12.9% |
| All | +161.8% | +222.3% | -60.5% | +86.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling