+3,541.4%
STRL vs MAS
+219.8%
+3,321.6%
-75.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.9% | -3.4% | -10.4% | -11.9% |
| 7D | -34.6% | +4.6% | -39.2% | -36.9% |
| 30D | -56.7% | +19.9% | -76.5% | -61.8% |
| 3M | -54.4% | +8.9% | -63.3% | -57.5% |
| 6M | -69.7% | +20.2% | -89.8% | -73.8% |
| YTD | -20.2% | +33.9% | -54.1% | -36.0% |
| 1Y | -40.6% | +34.7% | -75.2% | -52.6% |
| 3Y | +221.7% | +60.4% | +161.3% | +123.3% |
| 5Y | +799.0% | +43.5% | +755.5% | +555.3% |
| All | +3,541.4% | +219.8% | +3,321.6% | +1,510.9% |
Cumulative growth
Daily Returns
Daily percentage return beside MAS.
Daily Out/Under-Performance
Portfolio return minus MAS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MAS 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 10y: compounded portfolio wealth divided by compounded MAS 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…
10y analysis · Full analysis span regression · 6 months rolling