+75.2%
STRL vs MSTU
-93.3%
+168.5%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MSTU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | -8.6% | +11.9% | +4.4% |
| 7D | +10.1% | +16.1% | -6.0% | +6.9% |
| 30D | -8.2% | +68.7% | -76.9% | -17.1% |
| 3M | -43.7% | -11.0% | -32.7% | -44.6% |
| 6M | +27.1% | -33.4% | +60.5% | +30.2% |
| YTD | +64.0% | -59.5% | +123.5% | +70.4% |
| 1Y | +75.2% | -93.4% | +168.5% | +174.6% |
| All | +75.2% | -93.3% | +168.5% | +174.6% |
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