+906.2%
MU vs STRL
+337.2%
+569.0%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | +15.0% | -8.7% | -0.8% |
| 7D | -12.0% | -13.3% | +1.3% | -6.8% |
| 30D | -28.7% | -43.3% | +14.6% | -8.1% |
| 3M | -16.4% | -46.9% | +30.4% | +10.0% |
| 6M | -1.8% | -65.6% | +63.8% | +57.4% |
| YTD | +157.1% | -5.1% | +162.1% | +149.6% |
| 1Y | +208.5% | -23.1% | +231.6% | +227.1% |
| 3Y | +906.2% | +346.8% | +559.3% | +412.0% |
| All | +906.2% | +337.2% | +569.0% | +412.0% |
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