+19,359.6%
STRL vs MAS
+1,435.4%
+17,924.2%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.8% | +1.8% | +4.0% | +5.2% |
| 7D | +3.4% | -0.8% | +4.1% | +3.7% |
| 30D | -9.2% | -5.6% | -3.7% | -7.6% |
| 3M | -51.0% | +4.4% | -55.5% | -52.0% |
| 6M | +15.8% | +7.2% | +8.6% | +13.1% |
| YTD | +58.9% | +16.1% | +42.8% | +50.6% |
| 1Y | +68.5% | +0.1% | +68.4% | +67.0% |
| 3Y | +485.2% | +28.3% | +456.9% | +435.1% |
| 5Y | +2,005.1% | +30.5% | +1,974.6% | +1,803.5% |
| 10Y | +7,118.0% | +139.1% | +6,978.8% | +5,453.2% |
| All | +19,359.6% | +1,435.4% | +17,924.2% | +11,142.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling