-25.9%
STRL vs MSI
+28.6%
-54.4%
-71.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -21.5% | +1.2% | -22.7% | -21.0% |
| 7D | -27.1% | +2.8% | -29.9% | -26.2% |
| 30D | -45.8% | +9.1% | -54.9% | -43.9% |
| 3M | -47.6% | +12.5% | -60.1% | -45.3% |
| 6M | -46.4% | +14.2% | -60.6% | -42.0% |
| YTD | -7.4% | +30.7% | -38.1% | -3.5% |
| 1Y | -25.9% | +27.5% | -53.4% | -8.3% |
| All | -25.9% | +28.6% | -54.4% | -8.3% |
Cumulative growth
Daily Returns
Daily percentage return beside MSI.
Daily Out/Under-Performance
Portfolio return minus MSI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MSI 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 1y: compounded portfolio wealth divided by compounded MSI 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…
1y analysis · Full analysis span regression · 6 months rolling