+68.5%
STRL vs MSI
-0.7%
+69.2%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.8% | -0.9% | +6.6% | +5.5% |
| 7D | +3.4% | -3.7% | +7.1% | +2.5% |
| 30D | -9.2% | +6.8% | -16.1% | -7.8% |
| 3M | -51.0% | +14.3% | -65.3% | -49.6% |
| 6M | +15.8% | -1.6% | +17.3% | +23.0% |
| YTD | +58.9% | +22.8% | +36.1% | +63.6% |
| 1Y | +68.5% | -1.1% | +69.6% | +99.7% |
| All | +68.5% | -0.7% | +69.2% | +99.7% |
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