+18.0%
ADP vs MSTU
-92.2%
+110.2%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MSTU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -5.0% | +5.7% | +0.7% |
| 7D | +2.2% | -25.8% | +28.0% | +2.5% |
| 30D | +10.6% | -43.9% | +54.4% | +11.1% |
| 3M | +12.9% | +2.9% | +10.0% | +12.3% |
| 6M | +50.6% | -75.5% | +126.1% | +52.0% |
| YTD | +23.2% | -76.7% | +99.9% | +23.3% |
| 1Y | +25.3% | -88.9% | +114.2% | +27.0% |
| All | +18.0% | -92.2% | +110.2% | +20.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling