+116.7%
STRL vs MSTZ
-99.2%
+215.8%
-75.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MSTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +4.9% | -8.0% | -2.5% |
| 7D | +15.7% | +30.8% | -15.1% | +19.6% |
| 30D | -35.5% | +41.2% | -76.7% | -31.7% |
| 3M | -47.1% | -60.9% | +13.8% | -49.9% |
| 6M | -65.8% | -15.7% | -50.1% | -62.7% |
| YTD | -4.5% | -75.2% | +70.7% | -2.4% |
| 1Y | -10.5% | -59.8% | +49.3% | -1.7% |
| All | +116.7% | -99.2% | +215.8% | +124.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling