+1,149.4%
STRL vs MSFU
+85.8%
+1,063.6%
-75.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MSFU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | -4.8% | +9.7% | +6.0% |
| 7D | +7.1% | -12.7% | +19.8% | +10.7% |
| 30D | -39.4% | -9.0% | -30.4% | -38.3% |
| 3M | -43.0% | +2.9% | -45.9% | -44.0% |
| 6M | -65.0% | +43.5% | -108.5% | -69.1% |
| YTD | -0.8% | -2.4% | +1.6% | -3.9% |
| 1Y | -20.3% | -13.5% | -6.8% | -19.1% |
| 3Y | +356.5% | +19.2% | +337.3% | +304.8% |
| All | +1,149.4% | +85.8% | +1,063.6% | +909.7% |
Cumulative growth
Daily Returns
Daily percentage return beside MSFU.
Daily Out/Under-Performance
Portfolio return minus MSFU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MSFU 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 MSFU 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