+115.4%
STRL vs MSTU
-90.1%
+205.5%
-75.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MSTU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +15.0% | -5.1% | +20.0% | +15.6% |
| 7D | -13.3% | -9.3% | -4.1% | -12.6% |
| 30D | -43.3% | -38.3% | -5.1% | -40.4% |
| 3M | -46.9% | +24.0% | -70.9% | -50.3% |
| 6M | -65.6% | -72.1% | +6.5% | -62.2% |
| YTD | -5.1% | -70.2% | +65.1% | -2.0% |
| 1Y | -23.1% | -89.6% | +66.5% | -10.5% |
| All | +115.4% | -90.1% | +205.5% | +136.3% |
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