+1,102.3%
STRL vs MSFU
+88.0%
+1,014.3%
-75.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MSFU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +0.4% | -3.4% | -3.1% |
| 7D | +15.7% | -2.8% | +18.4% | +16.4% |
| 30D | -35.5% | -5.3% | -30.2% | -35.0% |
| 3M | -47.1% | +7.2% | -54.4% | -48.6% |
| 6M | -65.8% | +51.0% | -116.8% | -70.2% |
| YTD | -4.5% | -1.2% | -3.3% | -7.7% |
| 1Y | -10.5% | -10.3% | -0.2% | -10.4% |
| 3Y | +340.6% | +22.2% | +318.4% | +288.7% |
| All | +1,102.3% | +88.0% | +1,014.3% | +868.9% |
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