-18.3%
AXON vs MSTU
-89.5%
+71.2%
-64.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MSTU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -18.2% | -1.4% | -16.8% | -18.0% |
| 7D | -26.8% | -4.3% | -22.6% | -26.5% |
| 30D | -22.9% | -34.6% | +11.7% | -20.3% |
| 3M | -40.1% | +39.0% | -79.1% | -43.3% |
| 6M | -18.9% | -70.5% | +51.6% | -14.2% |
| YTD | -44.9% | -68.6% | +23.7% | -44.5% |
| 1Y | -46.7% | -88.6% | +41.9% | -42.0% |
| All | -18.3% | -89.5% | +71.2% | -11.0% |
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