-20.3%
STRL vs MSI
+37.5%
-57.8%
-75.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | +1.5% | +3.4% | +5.6% |
| 7D | +7.1% | +7.7% | -0.6% | +11.0% |
| 30D | -39.4% | +19.9% | -59.3% | -34.4% |
| 3M | -43.0% | +14.9% | -57.9% | -38.9% |
| 6M | -65.0% | +37.2% | -102.2% | -61.3% |
| YTD | -0.8% | +40.8% | -41.6% | +9.5% |
| 1Y | -20.3% | +38.1% | -58.4% | +0.1% |
| All | -20.3% | +37.5% | -57.8% | +0.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling