+112.4%
MS vs STRL
+779.4%
-666.9%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +3.5% | -4.0% | -1.1% |
| 7D | -1.6% | -26.9% | +25.4% | +3.0% |
| 30D | -3.8% | -52.7% | +48.9% | +8.6% |
| 3M | -14.6% | -52.8% | +38.2% | -4.0% |
| 6M | -5.1% | -71.5% | +66.4% | +14.8% |
| YTD | +4.5% | -17.4% | +22.0% | -2.4% |
| 1Y | +13.5% | -35.0% | +48.5% | +11.3% |
| 3Y | +160.4% | +239.2% | -78.8% | +59.2% |
| All | +112.4% | +779.4% | -666.9% | -12.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling