+75.2%
STRL vs MSTZ
-24.0%
+99.1%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MSTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +8.2% | -5.0% | +4.3% |
| 7D | +10.1% | -25.4% | +35.5% | +6.8% |
| 30D | -8.2% | -60.9% | +52.7% | -17.4% |
| 3M | -43.7% | -54.2% | +10.5% | -45.4% |
| 6M | +27.1% | -65.0% | +92.1% | +26.3% |
| YTD | +64.0% | -76.5% | +140.5% | +63.1% |
| 1Y | +75.2% | -23.4% | +98.5% | +151.6% |
| All | +75.2% | -24.0% | +99.1% | +151.6% |
Cumulative growth
Daily Returns
Daily percentage return beside MSTZ.
Daily Out/Under-Performance
Portfolio return minus MSTZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MSTZ 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 MSTZ 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