-47.6%
STRL vs MAS
+15.7%
-63.3%
-53.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3mo.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -21.5% | +5.6% | -27.1% | -18.4% |
| 7D | -27.1% | +14.2% | -41.2% | -24.1% |
| 30D | -45.8% | +26.8% | -72.6% | -45.2% |
| 3M | -47.6% | +13.1% | -60.8% | -46.1% |
| All | -47.6% | +15.7% | -63.3% | -46.1% |
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 3mo: 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…
3mo analysis · Full analysis span regression · Available span rolling