+85,804.3%
MU vs STRL
+19,359.6%
+66,444.7%
-98.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.1% | +5.8% | +0.3% | +5.6% |
| 7D | +9.0% | +3.4% | +5.6% | +8.7% |
| 30D | +13.8% | -9.2% | +23.1% | +14.8% |
| 3M | +2.1% | -51.0% | +53.1% | +8.7% |
| 6M | +153.8% | +15.8% | +138.0% | +151.4% |
| YTD | +256.4% | +58.9% | +197.5% | +244.9% |
| 1Y | +719.8% | +68.5% | +651.2% | +690.3% |
| 3Y | +1,360.4% | +485.2% | +875.1% | +1,187.4% |
| 5Y | +1,312.4% | +2,005.1% | -692.7% | +1,046.9% |
| 10Y | +6,142.6% | +7,118.0% | -975.4% | +4,602.1% |
| All | +85,804.3% | +19,359.6% | +66,444.7% | +61,042.7% |
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