-49.4%
ADBE vs MSTU
-86.5%
+37.1%
-65.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MSTU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -8.6% | +5.2% | -3.1% |
| 7D | -10.1% | +16.1% | -26.2% | -10.8% |
| 30D | -3.0% | +68.7% | -71.6% | -5.5% |
| 3M | +5.0% | -11.0% | +16.0% | +4.1% |
| 6M | -9.3% | -33.4% | +24.1% | -9.8% |
| YTD | -26.5% | -59.5% | +33.0% | -26.5% |
| 1Y | -28.3% | -93.4% | +65.1% | -23.0% |
| All | -49.4% | -86.5% | +37.1% | -47.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling