-53.2%
ADBE vs MSTU
-90.6%
+37.4%
-65.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MSTU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.9% | -1.5% | +0.3% |
| 7D | -4.4% | -27.7% | +23.3% | -3.1% |
| 30D | -0.2% | -40.3% | +40.0% | +1.5% |
| 3M | -9.9% | +26.4% | -36.3% | -11.9% |
| 6M | -3.5% | -75.7% | +72.2% | -0.3% |
| YTD | -32.1% | -71.9% | +39.7% | -31.6% |
| 1Y | -28.7% | -89.3% | +60.6% | -25.4% |
| All | -53.2% | -90.6% | +37.4% | -50.8% |
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