+260.5%
STRL vs MSTU
-85.2%
+345.7%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MSTU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.8% | -3.2% | +8.9% | +6.1% |
| 7D | +3.4% | +21.3% | -17.9% | +0.2% |
| 30D | -9.2% | +90.8% | -100.1% | -17.9% |
| 3M | -51.0% | -6.8% | -44.3% | -52.5% |
| 6M | +15.8% | -39.8% | +55.6% | +16.9% |
| YTD | +58.9% | -55.7% | +114.5% | +59.4% |
| 1Y | +68.5% | -92.7% | +161.2% | +105.2% |
| All | +260.5% | -85.2% | +345.7% | +284.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling