+45.6%
ALL vs MSTU
-92.2%
+137.8%
-19.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MSTU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -5.0% | +5.4% | +0.3% |
| 7D | +5.0% | -25.8% | +30.8% | +4.7% |
| 30D | +13.3% | -43.9% | +57.2% | +12.7% |
| 3M | +3.2% | +2.9% | +0.3% | +3.6% |
| 6M | +25.3% | -75.5% | +100.8% | +24.7% |
| YTD | +30.5% | -76.7% | +107.2% | +30.7% |
| 1Y | +29.2% | -88.9% | +118.1% | +30.0% |
| All | +45.6% | -92.2% | +137.8% | +47.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling