-65.0%
STRL vs MSI
+38.2%
-103.2%
-75.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | +1.5% | +3.4% | +6.5% |
| 7D | +7.1% | +7.7% | -0.6% | +16.9% |
| 30D | -39.4% | +19.9% | -59.3% | -25.6% |
| 3M | -43.0% | +14.9% | -57.9% | -32.2% |
| 6M | -65.0% | +37.2% | -102.2% | -49.0% |
| All | -65.0% | +38.2% | -103.2% | -49.0% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling