+4,609.2%
MU vs STRL
+4,073.8%
+535.4%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.9% | +4.9% | +7.0% | +9.9% |
| 7D | +2.0% | +7.1% | -5.1% | -0.2% |
| 30D | -18.0% | -39.4% | +21.4% | -1.0% |
| 3M | -6.6% | -43.0% | +36.4% | +14.7% |
| 6M | +2.0% | -65.0% | +67.0% | +50.9% |
| YTD | +184.5% | -0.8% | +185.2% | +178.1% |
| 1Y | +236.9% | -20.3% | +257.2% | +254.3% |
| 3Y | +987.0% | +356.5% | +630.4% | +509.4% |
| 5Y | +1,014.6% | +952.8% | +61.8% | +348.8% |
| 10Y | +4,609.2% | +3,877.1% | +732.1% | +1,122.5% |
| All | +4,609.2% | +4,073.8% | +535.4% | +1,122.5% |
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