+937.9%
STRL vs MKSI
+33.5%
+904.5%
-75.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MKSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -2.6% | -0.4% | -1.6% |
| 7D | +15.7% | +12.2% | +3.5% | +8.8% |
| 30D | -35.5% | -8.0% | -27.4% | -31.5% |
| 3M | -47.1% | -29.5% | -17.6% | -35.2% |
| 6M | -65.8% | -31.9% | -33.9% | -56.9% |
| YTD | -4.5% | +35.3% | -39.8% | -12.3% |
| 1Y | -10.5% | +50.3% | -60.7% | -21.2% |
| 3Y | +340.6% | +216.4% | +124.2% | +184.7% |
| All | +937.9% | +33.5% | +904.5% | +812.5% |
Cumulative growth
Daily Returns
Daily percentage return beside MKSI.
Daily Out/Under-Performance
Portfolio return minus MKSI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MKSI 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 5y: compounded portfolio wealth divided by compounded MKSI 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…
5y analysis · Full analysis span regression · 6 months rolling