-34.5%
ADSK vs MSTU
-93.8%
+59.3%
-42.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MSTU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +3.6% | -3.2% | +0.2% |
| 7D | -2.5% | -16.6% | +14.1% | -1.8% |
| 30D | -14.9% | +69.7% | -84.6% | -16.9% |
| 3M | +3.3% | -7.5% | +10.8% | +2.5% |
| 6M | -15.7% | -43.1% | +27.5% | -15.7% |
| YTD | -28.2% | -63.0% | +34.8% | -28.0% |
| 1Y | -34.5% | -93.8% | +59.2% | -25.9% |
| All | -34.5% | -93.8% | +59.3% | -25.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling