+3,667.8%
STRL vs MTSI
+448.7%
+3,219.1%
-75.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +10.8% | -7.4% | -0.7% |
| 7D | -26.9% | -10.0% | -16.9% | -23.8% |
| 30D | -52.7% | -37.2% | -15.5% | -43.6% |
| 3M | -52.8% | -30.1% | -22.8% | -45.9% |
| 6M | -71.5% | -31.9% | -39.6% | -67.0% |
| YTD | -17.4% | +23.2% | -40.6% | -21.2% |
| 1Y | -35.0% | +26.4% | -61.4% | -38.1% |
| 3Y | +239.2% | +186.2% | +53.1% | +155.8% |
| 5Y | +830.2% | +187.0% | +643.1% | +585.9% |
| All | +3,667.8% | +448.7% | +3,219.1% | +2,060.0% |
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