+19,359.6%
STRL vs MSI
+3,570.9%
+15,788.7%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.8% | -0.9% | +6.6% | +6.0% |
| 7D | +3.4% | -3.7% | +7.1% | +4.2% |
| 30D | -9.2% | +6.8% | -16.1% | -10.8% |
| 3M | -51.0% | +14.3% | -65.3% | -52.9% |
| 6M | +15.8% | -1.6% | +17.3% | +14.9% |
| YTD | +58.9% | +22.8% | +36.1% | +49.7% |
| 1Y | +68.5% | -1.1% | +69.6% | +66.7% |
| 3Y | +485.2% | +70.5% | +414.7% | +414.2% |
| 5Y | +2,005.1% | +102.8% | +1,902.3% | +1,674.9% |
| 10Y | +7,118.0% | +597.4% | +6,520.5% | +4,640.3% |
| All | +19,359.6% | +3,570.9% | +15,788.7% | +7,684.0% |
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 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