+272.2%
STRL vs MSTU
-86.5%
+358.6%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MSTU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | -8.6% | +11.9% | +4.3% |
| 7D | +10.1% | +16.1% | -6.0% | +7.3% |
| 30D | -8.2% | +68.7% | -76.9% | -15.8% |
| 3M | -43.7% | -11.0% | -32.7% | -45.1% |
| 6M | +27.1% | -33.4% | +60.5% | +26.9% |
| YTD | +64.0% | -59.5% | +123.5% | +66.2% |
| 1Y | +75.2% | -93.4% | +168.5% | +115.7% |
| All | +272.2% | -86.5% | +358.6% | +300.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling