+3,667.9%
STRL vs MSI
+664.3%
+3,003.6%
-75.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +0.2% | -3.2% | -3.1% |
| 7D | +15.7% | +3.2% | +12.4% | +14.1% |
| 30D | -35.5% | +17.6% | -53.1% | -40.8% |
| 3M | -47.1% | +14.5% | -61.7% | -51.1% |
| 6M | -65.8% | +34.3% | -100.0% | -71.4% |
| YTD | -4.5% | +39.7% | -44.2% | -23.0% |
| 1Y | -10.5% | +40.2% | -50.6% | -28.2% |
| 3Y | +340.6% | +77.1% | +263.5% | +213.9% |
| 5Y | +911.0% | +124.0% | +787.0% | +520.5% |
| All | +3,667.9% | +664.3% | +3,003.6% | +1,137.2% |
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