+894.4%
MSFT vs STRL
+4,073.8%
-3,179.4%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +4.9% | -7.2% | -2.8% |
| 7D | -6.2% | +7.1% | -13.4% | -7.1% |
| 30D | -3.7% | -39.4% | +35.7% | +1.1% |
| 3M | +3.6% | -43.0% | +46.6% | +9.1% |
| 6M | +26.8% | -65.0% | +91.8% | +39.4% |
| YTD | +8.4% | -0.8% | +9.2% | +0.4% |
| 1Y | +3.3% | -20.3% | +23.6% | -1.6% |
| 3Y | +44.3% | +356.5% | -312.2% | +0.5% |
| 5Y | +63.3% | +952.8% | -889.5% | -3.7% |
| 10Y | +894.4% | +3,877.1% | -2,982.7% | +350.5% |
| All | +894.4% | +4,073.8% | -3,179.4% | +350.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling