+4,277.4%
MU vs STRL
+3,927.3%
+350.1%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.4% | -0.7% | -0.9% |
| 7D | -15.2% | -19.8% | +4.6% | -8.1% |
| 30D | -29.5% | -43.6% | +14.0% | -12.6% |
| 3M | -15.8% | -45.2% | +29.4% | +4.9% |
| 6M | -2.9% | -65.7% | +62.8% | +44.8% |
| YTD | +154.2% | -5.4% | +159.7% | +152.9% |
| 1Y | +186.6% | -24.7% | +211.3% | +207.7% |
| 3Y | +871.5% | +335.0% | +536.4% | +453.6% |
| 5Y | +911.7% | +915.3% | -3.6% | +312.3% |
| 10Y | +4,277.4% | +3,877.5% | +399.9% | +1,021.9% |
| All | +4,277.4% | +3,927.3% | +350.1% | +1,021.9% |
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