+7,282.2%
STRL vs MSI
+595.6%
+6,686.6%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.8% | -0.9% | +6.6% | +6.2% |
| 7D | +3.4% | -3.7% | +7.1% | +5.3% |
| 30D | -9.2% | +6.8% | -16.1% | -12.8% |
| 3M | -51.0% | +14.3% | -65.3% | -55.2% |
| 6M | +15.8% | -1.6% | +17.3% | +14.1% |
| YTD | +58.9% | +22.8% | +36.1% | +37.4% |
| 1Y | +68.5% | -1.1% | +69.6% | +64.7% |
| 3Y | +485.2% | +70.5% | +414.7% | +324.3% |
| 5Y | +2,005.1% | +102.8% | +1,902.3% | +1,258.2% |
| All | +7,282.2% | +595.6% | +6,686.6% | +2,446.9% |
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