+260.5%
STRL vs MSTZ
-99.3%
+359.8%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MSTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.8% | +2.6% | +3.1% | +6.1% |
| 7D | +3.4% | -29.7% | +33.1% | +0.2% |
| 30D | -9.2% | -65.3% | +56.0% | -18.0% |
| 3M | -51.0% | -57.3% | +6.3% | -53.0% |
| 6M | +15.8% | -61.6% | +77.4% | +14.3% |
| YTD | +58.9% | -78.3% | +137.1% | +54.5% |
| 1Y | +68.5% | -30.2% | +98.8% | +94.6% |
| All | +260.5% | -99.3% | +359.8% | +254.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling