+7,285.0%
STRL vs MOH
+264.4%
+7,020.6%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | +2.0% | +3.4% | +5.1% |
| 7D | +5.0% | +1.7% | +3.3% | +4.8% |
| 30D | -6.9% | -0.9% | -6.0% | -6.9% |
| 3M | -39.1% | +5.7% | -44.8% | -39.8% |
| 6M | +21.5% | +39.1% | -17.6% | +14.9% |
| YTD | +66.9% | +17.7% | +49.2% | +59.4% |
| 1Y | +61.6% | +8.4% | +53.3% | +55.3% |
| 3Y | +560.0% | -36.6% | +596.6% | +565.3% |
| 5Y | +2,238.9% | -19.1% | +2,257.9% | +2,082.8% |
| All | +7,285.0% | +264.4% | +7,020.6% | +5,444.6% |
Cumulative growth
Daily Returns
Daily percentage return beside MOH.
Daily Out/Under-Performance
Portfolio return minus MOH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MOH 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 10y: compounded portfolio wealth divided by compounded MOH 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…
10y analysis · Full analysis span regression · 6 months rolling