+308.9%
MSTR vs STRL
+484.5%
-175.6%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +5.8% | -7.1% | -3.4% |
| 7D | +12.2% | +3.4% | +8.8% | +10.8% |
| 30D | +45.2% | -9.2% | +54.4% | +49.6% |
| 3M | +10.4% | -51.0% | +61.4% | +38.6% |
| 6M | -2.5% | +15.8% | -18.3% | -21.5% |
| YTD | -6.0% | +58.9% | -64.9% | -36.3% |
| 1Y | -56.4% | +68.5% | -124.9% | -72.0% |
| All | +308.9% | +484.5% | -175.6% | +22.3% |
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 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