+113.4%
ANET vs MSTU
-87.2%
+200.6%
-50.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MSTU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -5.4% | +4.4% | -0.6% |
| 7D | +3.7% | +12.9% | -9.2% | +2.1% |
| 30D | +0.7% | +68.3% | -67.6% | -5.1% |
| 3M | +26.8% | +0.4% | +26.4% | +23.3% |
| 6M | +40.7% | -41.5% | +82.2% | +40.5% |
| YTD | +47.2% | -61.7% | +109.0% | +48.1% |
| 1Y | +36.0% | -93.7% | +129.6% | +56.7% |
| All | +113.4% | -87.2% | +200.6% | +118.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling