-34.2%
STRL vs MSTZ
-56.7%
+22.5%
-75.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MSTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +0.8% | +2.7% | +3.6% |
| 7D | -26.9% | -1.2% | -25.7% | -26.7% |
| 30D | -52.7% | +22.2% | -74.8% | -50.6% |
| 3M | -52.8% | -70.4% | +17.6% | -57.1% |
| 6M | -71.5% | -31.0% | -40.5% | -68.2% |
| YTD | -17.4% | -81.0% | +63.6% | -18.2% |
| All | -34.2% | -56.7% | +22.5% | -17.7% |
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