+4,524.1%
MU vs STRL
+3,816.9%
+707.2%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.7% | -0.8% | -1.3% |
| 7D | +21.6% | +23.4% | -1.8% | +12.0% |
| 30D | -16.2% | -39.5% | +23.3% | +1.2% |
| 3M | -12.4% | -45.1% | +32.7% | +9.1% |
| 6M | +4.2% | -64.6% | +68.8% | +53.4% |
| YTD | +180.0% | -1.5% | +181.5% | +174.5% |
| 1Y | +226.4% | -20.8% | +247.2% | +244.1% |
| 3Y | +969.7% | +353.1% | +616.6% | +501.4% |
| 5Y | +957.9% | +942.9% | +15.1% | +327.5% |
| All | +4,524.1% | +3,816.9% | +707.2% | +1,102.8% |
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