+3,877.5%
STRL vs MSI
+670.3%
+3,207.1%
-75.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.1% | -0.3% | -0.3% |
| 7D | -19.8% | +7.4% | -27.2% | -22.9% |
| 30D | -43.6% | +18.7% | -62.3% | -48.5% |
| 3M | -45.2% | +14.5% | -59.7% | -49.3% |
| 6M | -65.7% | +38.1% | -103.8% | -71.9% |
| YTD | -5.4% | +38.7% | -44.2% | -23.5% |
| 1Y | -24.7% | +35.4% | -60.1% | -38.3% |
| 3Y | +335.0% | +75.1% | +259.9% | +211.4% |
| 5Y | +915.3% | +126.4% | +788.9% | +518.5% |
| 10Y | +3,877.5% | +671.4% | +3,206.1% | +1,146.2% |
| All | +3,877.5% | +670.3% | +3,207.1% | +1,146.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling