-24.4%
STRL vs MSI
+36.7%
-61.1%
-75.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +15.0% | +2.6% | +12.4% | +16.1% |
| 7D | -13.3% | +8.3% | -21.7% | -9.9% |
| 30D | -43.3% | +18.9% | -62.2% | -38.9% |
| 3M | -46.9% | +13.2% | -60.1% | -43.5% |
| 6M | -65.6% | +38.3% | -103.9% | -62.3% |
| YTD | -5.1% | +38.9% | -44.0% | +4.1% |
| All | -24.4% | +36.7% | -61.1% | -5.1% |
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