+3,667.8%
STRL vs MSI
+676.2%
+2,991.6%
-75.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -0.5% | +4.0% | +3.7% |
| 7D | -26.9% | +4.7% | -31.6% | -28.9% |
| 30D | -52.7% | +14.8% | -67.4% | -56.1% |
| 3M | -52.8% | +8.8% | -61.7% | -55.3% |
| 6M | -71.5% | +19.3% | -90.8% | -74.9% |
| YTD | -17.4% | +35.3% | -52.8% | -32.5% |
| 1Y | -35.0% | +33.8% | -68.7% | -46.5% |
| 3Y | +239.2% | +74.4% | +164.8% | +142.7% |
| 5Y | +830.2% | +120.5% | +709.7% | +473.2% |
| All | +3,667.8% | +676.2% | +2,991.6% | +1,090.9% |
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