+3,667.9%
STRL vs MTSI
+465.0%
+3,202.9%
-75.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -5.6% | +2.5% | -0.9% |
| 7D | +15.7% | +10.0% | +5.7% | +11.6% |
| 30D | -35.5% | -20.3% | -15.1% | -29.6% |
| 3M | -47.1% | -24.4% | -22.7% | -41.2% |
| 6M | -65.8% | -39.2% | -26.6% | -58.7% |
| YTD | -4.5% | +35.5% | -40.0% | -12.0% |
| 1Y | -10.5% | +43.0% | -53.5% | -18.6% |
| 3Y | +340.6% | +196.3% | +144.4% | +226.6% |
| 5Y | +911.0% | +210.0% | +701.0% | +624.1% |
| All | +3,667.9% | +465.0% | +3,202.9% | +2,001.0% |
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