+7,301.3%
STRL vs MTB
+172.8%
+7,128.5%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.2% | -1.2% | -1.3% |
| 7D | +8.2% | +1.1% | +7.1% | +7.5% |
| 30D | -6.3% | -4.6% | -1.7% | -3.7% |
| 3M | -41.2% | +6.3% | -47.5% | -43.6% |
| 6M | +20.4% | +15.6% | +4.8% | +10.2% |
| YTD | +61.7% | +20.6% | +41.1% | +44.0% |
| 1Y | +72.7% | +22.5% | +50.2% | +52.0% |
| 3Y | +530.9% | +114.4% | +416.5% | +296.6% |
| 5Y | +2,125.4% | +101.9% | +2,023.5% | +1,266.4% |
| 10Y | +7,301.3% | +170.4% | +7,130.9% | +3,892.8% |
| All | +7,301.3% | +172.8% | +7,128.5% | +3,892.8% |
Cumulative growth
Daily Returns
Daily percentage return beside MTB.
Daily Out/Under-Performance
Portfolio return minus MTB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MTB 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 10y: compounded portfolio wealth divided by compounded MTB 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…
10y analysis · Full analysis span regression · 6 months rolling