-19.9%
ADSK vs MSTU
-88.1%
+68.2%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MSTU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -6.8% | +9.2% | +2.7% |
| 7D | -10.9% | -22.0% | +11.1% | -9.9% |
| 30D | -15.9% | +60.3% | -76.2% | -18.1% |
| 3M | -4.4% | -3.7% | -0.7% | -5.6% |
| 6M | -16.6% | -45.2% | +28.5% | -16.5% |
| YTD | -28.5% | -64.3% | +35.8% | -28.1% |
| 1Y | -34.6% | -94.0% | +59.4% | -28.8% |
| All | -19.9% | -88.1% | +68.2% | -21.9% |
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 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