+6,288.2%
MS vs STRL
+20,383.8%
-14,095.6%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +5.8% | -5.5% | -0.2% |
| 7D | +1.4% | +3.4% | -2.0% | +1.1% |
| 30D | -0.3% | -9.2% | +9.0% | +0.4% |
| 3M | +0.3% | -51.0% | +51.3% | +5.7% |
| 6M | +31.3% | +15.8% | +15.6% | +27.2% |
| YTD | +24.7% | +58.9% | -34.2% | +17.4% |
| 1Y | +47.9% | +68.5% | -20.6% | +38.0% |
| 3Y | +178.3% | +485.2% | -306.9% | +131.2% |
| 5Y | +144.9% | +2,005.1% | -1,860.2% | +82.9% |
| 10Y | +804.5% | +7,118.0% | -6,313.4% | +508.7% |
| All | +6,288.2% | +20,383.8% | -14,095.6% | +4,242.3% |
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