-25.9%
STRL vs MSCI
+17.3%
-43.1%
-71.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MSCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -21.5% | +5.4% | -26.9% | -17.9% |
| 7D | -27.1% | +11.5% | -38.5% | -21.3% |
| 30D | -45.8% | +22.1% | -67.9% | -38.5% |
| 3M | -47.6% | +18.4% | -66.0% | -41.4% |
| 6M | -46.4% | +16.6% | -63.1% | -39.5% |
| YTD | -7.4% | +18.8% | -26.2% | +5.0% |
| 1Y | -25.9% | +19.0% | -44.8% | -16.5% |
| All | -25.9% | +17.3% | -43.1% | -16.5% |
Cumulative growth
Daily Returns
Daily percentage return beside MSCI.
Daily Out/Under-Performance
Portfolio return minus MSCI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MSCI 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 1y: compounded portfolio wealth divided by compounded MSCI 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…
1y analysis · Full analysis span regression · 6 months rolling