+61,604.3%
MSFT vs STRL
+10,012.8%
+51,591.5%
-69.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +3.5% | -4.5% | -1.1% |
| 7D | +1.7% | -26.9% | +28.6% | +2.7% |
| 30D | +0.2% | -52.7% | +52.8% | +2.9% |
| 3M | +6.4% | -52.8% | +59.2% | +9.1% |
| 6M | +28.7% | -71.5% | +100.2% | +34.1% |
| YTD | +10.4% | -17.4% | +27.9% | +9.4% |
| 1Y | +7.6% | -35.0% | +42.6% | +7.5% |
| 3Y | +52.3% | +239.2% | -186.9% | +41.2% |
| 5Y | +64.5% | +830.2% | -765.7% | +46.2% |
| 10Y | +917.8% | +3,574.7% | -2,656.9% | +751.6% |
| All | +61,604.3% | +10,012.8% | +51,591.5% | +49,639.3% |
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