-10.5%
STRL vs MSI
+37.5%
-48.0%
-75.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +0.2% | -3.2% | -3.0% |
| 7D | +15.7% | +3.2% | +12.4% | +17.3% |
| 30D | -35.5% | +17.6% | -53.1% | -30.0% |
| 3M | -47.1% | +14.5% | -61.7% | -43.0% |
| 6M | -65.8% | +34.3% | -100.0% | -61.3% |
| YTD | -4.5% | +39.7% | -44.2% | +16.7% |
| 1Y | -10.5% | +40.2% | -50.6% | +17.9% |
| All | -10.5% | +37.5% | -48.0% | +17.9% |
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 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