+3,048.3%
STRL vs MTSI
+1,120.6%
+1,927.7%
-80.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -21.5% | -1.0% | -20.5% | -21.1% |
| 7D | -27.1% | -10.7% | -16.4% | -24.1% |
| 30D | -45.8% | -29.0% | -16.8% | -39.2% |
| 3M | -47.6% | -14.7% | -32.9% | -44.9% |
| 6M | -46.4% | -20.1% | -26.3% | -41.9% |
| YTD | -7.4% | +36.1% | -43.5% | -13.7% |
| 1Y | -25.9% | +61.7% | -87.6% | -34.1% |
| 3Y | +273.4% | +210.7% | +62.8% | +184.0% |
| 5Y | +944.4% | +212.8% | +731.6% | +679.0% |
| 10Y | +4,023.0% | +519.2% | +3,503.8% | +2,263.0% |
| All | +3,048.3% | +1,120.6% | +1,927.7% | +1,512.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling