+37.9%
ALL vs MSTU
-87.2%
+125.2%
-14.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MSTU | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -5.4% | +5.5% | 0.0% |
| 7D | -2.2% | +12.9% | -15.1% | -2.0% |
| 30D | -5.6% | +68.3% | -73.9% | -4.8% |
| 3M | +17.2% | +0.4% | +16.9% | +17.8% |
| 6M | +23.2% | -41.5% | +64.8% | +23.5% |
| YTD | +23.6% | -61.7% | +85.3% | +24.3% |
| 1Y | +29.2% | -93.7% | +122.8% | +31.5% |
| All | +37.9% | -87.2% | +125.2% | +40.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling