+1,362.4%
MU vs STRL
+484.5%
+877.9%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.1% | +5.8% | +0.3% | +3.5% |
| 7D | +9.0% | +3.4% | +5.6% | +7.4% |
| 30D | +13.8% | -9.2% | +23.1% | +18.8% |
| 3M | +2.1% | -51.0% | +53.1% | +39.6% |
| 6M | +153.8% | +15.8% | +138.0% | +131.5% |
| YTD | +256.4% | +58.9% | +197.5% | +182.0% |
| 1Y | +719.8% | +68.5% | +651.2% | +528.0% |
| All | +1,362.4% | +484.5% | +877.9% | +590.6% |
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