+39.6%
AAPL vs MSTU
-93.8%
+133.4%
-13.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MSTU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -5.4% | +5.2% | -0.1% |
| 7D | -3.0% | +12.9% | -15.9% | -3.4% |
| 30D | +2.3% | +68.3% | -66.0% | +0.1% |
| 3M | +8.6% | +0.4% | +8.3% | +7.4% |
| 6M | +21.6% | -41.5% | +63.1% | +21.3% |
| YTD | +16.3% | -61.7% | +78.0% | +16.5% |
| All | +39.6% | -93.8% | +133.4% | +45.5% |
Cumulative growth
Daily Returns
Daily percentage return beside MSTU.
Daily Out/Under-Performance
Portfolio return minus MSTU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MSTU 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 1y: compounded portfolio wealth divided by compounded MSTU 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…
1y analysis · Full analysis span regression · 6 months rolling