+17.2%
ADP vs MSTU
-91.8%
+109.1%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MSTU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -12.9% | +13.4% | +0.7% |
| 7D | +0.3% | -23.0% | +23.2% | +0.5% |
| 30D | +11.6% | -47.7% | +59.3% | +12.3% |
| 3M | +15.1% | +12.5% | +2.6% | +14.3% |
| 6M | +46.0% | -76.1% | +122.1% | +47.4% |
| YTD | +22.4% | -75.5% | +97.9% | +22.5% |
| 1Y | +24.5% | -90.1% | +114.5% | +26.5% |
| All | +17.2% | -91.8% | +109.1% | +20.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling