+29.0%
ALL vs MSTU
-93.3%
+122.3%
-11.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MSTU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -8.6% | +6.3% | -2.7% |
| 7D | -1.7% | +16.1% | -17.9% | -1.0% |
| 30D | -4.7% | +68.7% | -73.3% | -2.0% |
| 3M | +18.4% | -11.0% | +29.4% | +19.2% |
| 6M | +20.5% | -33.4% | +53.9% | +21.3% |
| YTD | +23.5% | -59.5% | +83.1% | +24.0% |
| 1Y | +29.0% | -93.4% | +122.3% | +26.5% |
| All | +29.0% | -93.3% | +122.3% | +26.5% |
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