+3,988.2%
STRL vs MTSI
+512.4%
+3,475.8%
-75.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +15.0% | +9.0% | +6.0% | +11.5% |
| 7D | -13.3% | +3.5% | -16.9% | -14.2% |
| 30D | -43.3% | -30.3% | -13.0% | -34.9% |
| 3M | -46.9% | -26.0% | -20.9% | -40.3% |
| 6M | -65.6% | -36.1% | -29.5% | -59.2% |
| YTD | -5.1% | +34.3% | -39.4% | -12.1% |
| 1Y | -23.1% | +35.3% | -58.3% | -28.6% |
| 3Y | +346.8% | +217.6% | +129.2% | +225.9% |
| 5Y | +907.2% | +210.1% | +697.1% | +622.8% |
| 10Y | +3,988.2% | +471.4% | +3,516.8% | +2,231.9% |
| All | +3,988.2% | +512.4% | +3,475.8% | +2,231.9% |
Cumulative growth
Daily Returns
Daily percentage return beside MTSI.
Daily Out/Under-Performance
Portfolio return minus MTSI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MTSI 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 MTSI 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