+46.2%
MSFT vs STRL
+341.0%
-294.8%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -3.1% | +3.2% | +0.4% |
| 7D | -1.3% | +15.7% | -16.9% | -2.3% |
| 30D | -1.8% | -35.5% | +33.6% | +0.7% |
| 3M | +5.6% | -47.1% | +52.8% | +9.6% |
| 6M | +29.8% | -65.8% | +95.6% | +37.3% |
| YTD | +9.0% | -4.5% | +13.5% | +0.9% |
| 1Y | +4.9% | -10.5% | +15.4% | -2.3% |
| 3Y | +46.2% | +340.6% | -294.4% | +13.7% |
| All | +46.2% | +341.0% | -294.8% | +13.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling