+9,673.6%
STRL vs MSI
+3,965.4%
+5,708.2%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.9% | +4.0% | -17.9% | -14.8% |
| 7D | -34.6% | +5.1% | -39.7% | -35.5% |
| 30D | -56.7% | +13.3% | -70.0% | -58.0% |
| 3M | -54.4% | +18.3% | -72.7% | -56.4% |
| 6M | -69.7% | +18.7% | -88.4% | -71.3% |
| YTD | -20.2% | +36.0% | -56.2% | -26.9% |
| 1Y | -40.6% | +32.6% | -73.1% | -45.2% |
| 3Y | +221.7% | +78.3% | +143.4% | +178.7% |
| 5Y | +799.0% | +121.6% | +677.4% | +640.2% |
| 10Y | +3,451.5% | +689.0% | +2,762.4% | +2,159.6% |
| All | +9,673.6% | +3,965.4% | +5,708.2% | +3,703.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling