+4,023.0%
STRL vs MAS
+241.3%
+3,781.6%
-71.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -21.5% | +5.6% | -27.1% | -24.7% |
| 7D | -27.1% | +14.2% | -41.2% | -33.5% |
| 30D | -45.8% | +26.8% | -72.6% | -53.9% |
| 3M | -47.6% | +13.1% | -60.8% | -52.4% |
| 6M | -46.4% | +27.9% | -74.4% | -55.2% |
| YTD | -7.4% | +38.7% | -46.0% | -27.3% |
| 1Y | -25.9% | +40.4% | -66.2% | -42.4% |
| 3Y | +273.4% | +66.1% | +207.3% | +153.5% |
| 5Y | +944.4% | +47.4% | +897.0% | +648.2% |
| 10Y | +4,023.0% | +238.3% | +3,784.6% | +1,695.7% |
| All | +4,023.0% | +241.3% | +3,781.6% | +1,695.7% |
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