+38.6%
ALL vs MSTU
-89.5%
+128.1%
-19.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MSTU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | -1.4% | -3.1% | -4.5% |
| 7D | -1.9% | -4.3% | +2.3% | -2.0% |
| 30D | +13.8% | -34.6% | +48.4% | +13.3% |
| 3M | -7.0% | +39.0% | -46.0% | -6.3% |
| 6M | +18.0% | -70.5% | +88.5% | +17.8% |
| YTD | +24.2% | -68.6% | +92.8% | +24.8% |
| 1Y | +31.2% | -88.6% | +119.8% | +32.7% |
| All | +38.6% | -89.5% | +128.1% | +40.8% |
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