+26.9%
ALL vs MSTU
-90.3%
+117.2%
-19.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MSTU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -5.1% | +4.7% | -0.6% |
| 7D | -3.9% | -9.3% | +5.4% | -4.1% |
| 30D | +10.6% | -38.3% | +48.9% | +9.0% |
| 3M | -4.6% | +24.0% | -28.6% | -2.0% |
| 6M | +20.2% | -72.1% | +92.3% | +16.5% |
| YTD | +23.7% | -70.2% | +93.9% | +23.0% |
| All | +26.9% | -90.3% | +117.2% | +22.9% |
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