+125.5%
AVGO vs MSTU
-85.2%
+210.7%
-41.1%
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% | +0.5% |
| 7D | -3.0% | +21.3% | -24.3% | -5.3% |
| 30D | -14.4% | +90.8% | -105.3% | -20.6% |
| 3M | -14.4% | -6.8% | -7.7% | -16.5% |
| 6M | +13.1% | -39.8% | +53.0% | +13.0% |
| YTD | +3.8% | -55.7% | +59.5% | +3.3% |
| 1Y | +17.8% | -92.7% | +110.4% | +36.4% |
| All | +125.5% | -85.2% | +210.7% | +148.5% |
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