+22,177.3%
STRL vs MKSI
+1,773.7%
+20,403.6%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MKSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -2.6% | -0.4% | -2.3% |
| 7D | +15.7% | +12.2% | +3.5% | +12.2% |
| 30D | -35.5% | -8.0% | -27.4% | -33.3% |
| 3M | -47.1% | -29.5% | -17.6% | -41.0% |
| 6M | -65.8% | -31.9% | -33.9% | -61.1% |
| YTD | -4.5% | +35.3% | -39.8% | -8.4% |
| 1Y | -10.5% | +50.3% | -60.7% | -16.1% |
| 3Y | +340.6% | +216.4% | +124.2% | +242.9% |
| 5Y | +911.0% | +34.4% | +876.6% | +822.2% |
| 10Y | +3,727.1% | +348.6% | +3,378.5% | +2,601.7% |
| All | +22,177.3% | +1,773.7% | +20,403.6% | +11,924.7% |
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