+15.5%
ADP vs MSTU
-89.5%
+105.0%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MSTU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.4% | +0.2% | -1.2% |
| 7D | +3.2% | -4.3% | +7.5% | +3.3% |
| 30D | +14.9% | -34.6% | +49.5% | +15.3% |
| 3M | +11.6% | +39.0% | -27.4% | +10.6% |
| 6M | +48.5% | -70.5% | +119.0% | +49.5% |
| YTD | +20.6% | -68.6% | +89.2% | +20.3% |
| 1Y | +23.7% | -88.6% | +112.3% | +25.6% |
| All | +15.5% | -89.5% | +105.0% | +18.0% |
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