+1,878.4%
STRL vs MSCI
+2,756.4%
-878.0%
-90.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MSCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.8% | -0.3% | +6.0% | +5.9% |
| 7D | +3.4% | +0.4% | +3.0% | +3.2% |
| 30D | -9.2% | +0.6% | -9.8% | -9.7% |
| 3M | -51.0% | -7.1% | -44.0% | -50.5% |
| 6M | +15.8% | +0.8% | +14.9% | +12.2% |
| YTD | +58.9% | +1.0% | +57.9% | +52.6% |
| 1Y | +68.5% | +4.3% | +64.2% | +58.5% |
| 3Y | +485.2% | +9.9% | +475.3% | +430.0% |
| 5Y | +2,005.1% | -6.8% | +2,011.9% | +1,875.3% |
| 10Y | +7,118.0% | +614.7% | +6,503.3% | +2,530.3% |
| All | +1,878.4% | +2,756.4% | -878.0% | +275.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling