+55,375.3%
MU vs STRL
+9,673.6%
+45,701.7%
-98.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -17.5% | -13.9% | -3.6% | -16.2% |
| 7D | -29.7% | -34.6% | +4.9% | -27.0% |
| 30D | -37.2% | -56.7% | +19.4% | -32.4% |
| 3M | -26.5% | -54.4% | +27.9% | -21.3% |
| 6M | +2.6% | -69.7% | +72.2% | +14.0% |
| YTD | +130.1% | -20.2% | +150.4% | +136.5% |
| 1Y | +176.7% | -40.6% | +217.2% | +190.4% |
| 3Y | +813.1% | +221.7% | +591.4% | +750.3% |
| 5Y | +822.0% | +799.0% | +23.0% | +702.5% |
| 10Y | +3,936.2% | +3,451.5% | +484.7% | +3,132.7% |
| All | +55,375.3% | +9,673.6% | +45,701.7% | +41,819.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling