+239.2%
STRL vs MSFU
+32.6%
+206.6%
-75.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MSFU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -1.9% | +5.3% | +3.9% |
| 7D | -26.9% | +2.5% | -29.4% | -27.9% |
| 30D | -52.7% | -1.3% | -51.4% | -52.7% |
| 3M | -52.8% | +8.6% | -61.5% | -54.4% |
| 6M | -71.5% | +48.4% | -119.9% | -75.3% |
| YTD | -17.4% | +1.6% | -19.0% | -19.8% |
| 1Y | -35.0% | -5.8% | -29.2% | -34.3% |
| 3Y | +239.2% | +30.9% | +208.3% | +211.6% |
| All | +239.2% | +32.6% | +206.6% | +211.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling