+799.0%
STRL vs MTSI
+153.3%
+645.6%
-75.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.9% | -18.4% | +4.5% | -2.3% |
| 7D | -34.6% | -24.6% | -10.0% | -21.8% |
| 30D | -56.7% | -45.7% | -10.9% | -36.8% |
| 3M | -54.4% | -27.7% | -26.7% | -45.2% |
| 6M | -69.7% | -37.3% | -32.4% | -60.3% |
| YTD | -20.2% | +11.1% | -31.3% | -24.5% |
| 1Y | -40.6% | +27.2% | -67.7% | -48.0% |
| 3Y | +221.7% | +153.7% | +68.0% | +99.5% |
| 5Y | +799.0% | +159.0% | +640.0% | +429.5% |
| All | +799.0% | +153.3% | +645.6% | +429.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling