-24.7%
STRL vs MSI
+36.5%
-61.2%
-75.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.1% | -0.3% | -0.4% |
| 7D | -19.8% | +7.4% | -27.2% | -16.9% |
| 30D | -43.6% | +18.7% | -62.3% | -39.2% |
| 3M | -45.2% | +14.5% | -59.7% | -41.6% |
| 6M | -65.7% | +38.1% | -103.8% | -62.5% |
| YTD | -5.4% | +38.7% | -44.2% | +3.6% |
| 1Y | -24.7% | +35.4% | -60.1% | -5.5% |
| All | -24.7% | +36.5% | -61.2% | -5.5% |
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