-25.9%
STRL vs MSTU
-88.0%
+62.1%
-71.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MSTU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -21.5% | +10.3% | -31.8% | -22.8% |
| 7D | -27.1% | -4.8% | -22.2% | -26.9% |
| 30D | -45.8% | -29.6% | -16.2% | -43.8% |
| 3M | -47.6% | +69.4% | -117.0% | -53.4% |
| 6M | -46.4% | -62.2% | +15.8% | -40.5% |
| YTD | -7.4% | -61.1% | +53.7% | -6.3% |
| 1Y | -25.9% | -87.2% | +61.3% | +1.7% |
| All | -25.9% | -88.0% | +62.1% | +1.7% |
Cumulative growth
Daily Returns
Daily percentage return beside MSTU.
Daily Out/Under-Performance
Portfolio return minus MSTU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MSTU 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 MSTU 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