+920.4%
MSFT vs STRL
+4,310.8%
-3,390.4%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +15.0% | -12.2% | +1.1% |
| 7D | +7.5% | -13.3% | +20.9% | +8.5% |
| 30D | +1.9% | -43.3% | +45.2% | +7.8% |
| 3M | +9.2% | -46.9% | +56.1% | +16.0% |
| 6M | +31.9% | -65.6% | +97.5% | +45.2% |
| YTD | +13.4% | -5.1% | +18.5% | +5.6% |
| 1Y | +10.6% | -23.1% | +33.7% | +5.8% |
| 3Y | +54.7% | +346.8% | -292.2% | +8.0% |
| 5Y | +69.1% | +907.2% | -838.1% | +0.4% |
| 10Y | +920.4% | +3,988.2% | -3,067.8% | +361.1% |
| All | +920.4% | +4,310.8% | -3,390.4% | +361.1% |
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 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