+3,877.1%
STRL vs MSI
+683.5%
+3,193.6%
-75.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | +1.5% | +3.4% | +4.2% |
| 7D | +7.1% | +7.7% | -0.6% | +3.1% |
| 30D | -39.4% | +19.9% | -59.3% | -44.9% |
| 3M | -43.0% | +14.9% | -57.9% | -47.3% |
| 6M | -65.0% | +37.2% | -102.2% | -71.1% |
| YTD | -0.8% | +40.8% | -41.6% | -20.3% |
| 1Y | -20.3% | +38.1% | -58.4% | -35.3% |
| 3Y | +356.5% | +77.7% | +278.8% | +224.8% |
| 5Y | +952.8% | +129.0% | +823.8% | +538.8% |
| 10Y | +3,877.1% | +671.3% | +3,205.8% | +1,189.7% |
| All | +3,877.1% | +683.5% | +3,193.6% | +1,189.7% |
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 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