-19.7%
ADSK vs MSTU
-86.5%
+66.8%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MSTU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -8.6% | +6.0% | -2.2% |
| 7D | -14.3% | +16.1% | -30.5% | -15.1% |
| 30D | -14.8% | +68.7% | -83.5% | -17.3% |
| 3M | -5.7% | -11.0% | +5.3% | -6.6% |
| 6M | -18.7% | -33.4% | +14.7% | -19.3% |
| YTD | -28.3% | -59.5% | +31.2% | -28.3% |
| 1Y | -35.1% | -93.4% | +58.3% | -29.6% |
| All | -19.7% | -86.5% | +66.8% | -22.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling