+847.8%
MU vs STRL
+779.4%
+68.5%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | +3.5% | +1.6% | +3.6% |
| 7D | -22.0% | -26.9% | +4.9% | -10.8% |
| 30D | -36.6% | -52.7% | +16.1% | -12.4% |
| 3M | -21.7% | -52.8% | +31.1% | +7.3% |
| 6M | +3.5% | -71.5% | +75.0% | +75.8% |
| YTD | +141.9% | -17.4% | +159.4% | +154.1% |
| 1Y | +189.8% | -35.0% | +224.8% | +233.5% |
| 3Y | +855.4% | +239.2% | +616.2% | +457.8% |
| All | +847.8% | +779.4% | +68.5% | +211.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling