+1,095.2%
STRL vs MSFU
+103.9%
+991.3%
-75.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MSFU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +15.0% | +5.5% | +9.5% | +13.7% |
| 7D | -13.3% | +14.6% | -27.9% | -16.6% |
| 30D | -43.3% | +2.1% | -45.5% | -43.8% |
| 3M | -46.9% | +14.7% | -61.5% | -49.1% |
| 6M | -65.6% | +55.7% | -121.3% | -70.1% |
| YTD | -5.1% | +7.1% | -12.2% | -9.9% |
| 1Y | -23.1% | -0.5% | -22.6% | -24.8% |
| 3Y | +346.8% | +35.7% | +311.1% | +285.7% |
| All | +1,095.2% | +103.9% | +991.3% | +846.4% |
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