+7,161.0%
STRL vs MTSI
+514.0%
+6,647.0%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.8% | +3.5% | +2.3% | +4.5% |
| 7D | +3.4% | +1.4% | +2.0% | +2.9% |
| 30D | -9.2% | +2.1% | -11.3% | -10.2% |
| 3M | -51.0% | -29.7% | -21.3% | -44.1% |
| 6M | +15.8% | +12.5% | +3.2% | +12.6% |
| YTD | +58.9% | +57.0% | +1.8% | +38.2% |
| 1Y | +68.5% | +103.9% | -35.4% | +35.0% |
| 3Y | +485.2% | +223.6% | +261.6% | +314.4% |
| 5Y | +2,005.1% | +321.6% | +1,683.6% | +1,268.3% |
| All | +7,161.0% | +514.0% | +6,647.0% | +3,468.4% |
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