+3,988.2%
STRL vs MSI
+689.5%
+3,298.7%
-75.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +15.0% | +2.6% | +12.4% | +13.7% |
| 7D | -13.3% | +8.3% | -21.7% | -17.0% |
| 30D | -43.3% | +18.9% | -62.2% | -48.3% |
| 3M | -46.9% | +13.2% | -60.1% | -50.6% |
| 6M | -65.6% | +38.3% | -103.9% | -71.8% |
| YTD | -5.1% | +38.9% | -44.0% | -23.3% |
| 1Y | -23.1% | +36.7% | -59.8% | -37.3% |
| 3Y | +346.8% | +76.6% | +270.3% | +218.5% |
| 5Y | +907.2% | +124.5% | +782.7% | +516.4% |
| 10Y | +3,988.2% | +674.5% | +3,313.7% | +1,182.2% |
| All | +3,988.2% | +689.5% | +3,298.7% | +1,182.2% |
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