-2.5%
MS vs STRL
-66.4%
+63.9%
-21.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | -13.9% | +7.9% | -4.2% |
| 7D | -3.4% | -34.6% | +31.2% | +1.2% |
| 30D | -3.9% | -56.7% | +52.7% | +6.7% |
| 3M | -15.9% | -54.4% | +38.5% | -7.5% |
| 6M | -2.5% | -69.7% | +67.2% | +14.0% |
| All | -2.5% | -66.4% | +63.9% | +14.0% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling