+107.9%
AMAT vs MSTU
-91.8%
+199.7%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MSTU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -12.9% | +9.3% | -2.4% |
| 7D | +19.3% | -23.0% | +42.3% | +22.1% |
| 30D | -17.9% | -47.7% | +29.7% | -13.4% |
| 3M | -30.4% | +12.5% | -42.9% | -32.8% |
| 6M | -11.4% | -76.1% | +64.6% | -4.1% |
| YTD | +48.8% | -75.5% | +124.3% | +54.0% |
| 1Y | +66.0% | -90.1% | +156.1% | +84.4% |
| All | +107.9% | -91.8% | +199.7% | +95.2% |
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