+115.4%
STRL vs MSTZ
-99.3%
+214.7%
-75.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MSTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +15.0% | +4.9% | +10.0% | +15.6% |
| 7D | -13.3% | +4.3% | -17.6% | -12.7% |
| 30D | -43.3% | +30.2% | -73.5% | -40.6% |
| 3M | -46.9% | -66.9% | +20.0% | -50.7% |
| 6M | -65.6% | -26.3% | -39.2% | -63.1% |
| YTD | -5.1% | -80.1% | +75.0% | -5.6% |
| 1Y | -23.1% | -57.5% | +34.4% | -14.8% |
| All | +115.4% | -99.3% | +214.7% | +116.7% |
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 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