+36,965.9%
STRL vs MKSI
+2,161.7%
+34,804.2%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MKSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.8% | +4.3% | +1.5% | +4.6% |
| 7D | +3.4% | +1.8% | +1.6% | +2.9% |
| 30D | -9.2% | -16.8% | +7.5% | -4.5% |
| 3M | -51.0% | -21.1% | -29.9% | -47.2% |
| 6M | +15.8% | +10.8% | +4.9% | +14.7% |
| YTD | +58.9% | +63.3% | -4.5% | +43.0% |
| 1Y | +68.5% | +157.0% | -88.5% | +36.0% |
| 3Y | +485.2% | +163.7% | +321.5% | +363.2% |
| 5Y | +2,005.1% | +82.0% | +1,923.1% | +1,658.3% |
| 10Y | +7,118.0% | +467.2% | +6,650.8% | +4,643.7% |
| All | +36,965.9% | +2,161.7% | +34,804.2% | +18,670.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling