+308.8%
ASX vs MSTU
-85.2%
+394.0%
-34.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MSTU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -3.2% | +3.4% | +0.4% |
| 7D | -0.7% | +21.3% | -22.0% | -2.6% |
| 30D | +2.0% | +90.8% | -88.8% | -3.8% |
| 3M | -1.3% | -6.8% | +5.4% | -3.2% |
| 6M | +71.4% | -39.8% | +111.3% | +71.1% |
| YTD | +135.3% | -55.7% | +191.0% | +134.7% |
| 1Y | +267.5% | -92.7% | +360.1% | +310.5% |
| All | +308.8% | -85.2% | +394.0% | +296.9% |
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