+907.2%
STRL vs MSCI
+4.7%
+902.5%
-75.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MSCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +15.0% | +0.8% | +14.1% | +14.8% |
| 7D | -13.3% | +1.5% | -14.8% | -13.8% |
| 30D | -43.3% | +14.4% | -57.7% | -45.5% |
| 3M | -46.9% | +15.2% | -62.1% | -49.1% |
| 6M | -65.6% | +11.2% | -76.8% | -67.3% |
| YTD | -5.1% | +13.9% | -19.0% | -11.5% |
| 1Y | -23.1% | +12.5% | -35.6% | -27.9% |
| 3Y | +346.8% | +32.3% | +314.6% | +282.8% |
| 5Y | +907.2% | +4.9% | +902.3% | +798.4% |
| All | +907.2% | +4.7% | +902.5% | +798.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling