-19.8%
AXON vs MSTU
-91.8%
+72.0%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MSTU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -12.9% | +10.3% | -1.4% |
| 7D | -19.7% | -23.0% | +3.3% | -17.7% |
| 30D | -25.7% | -47.7% | +22.0% | -21.6% |
| 3M | -48.8% | +12.5% | -61.3% | -50.6% |
| 6M | -22.0% | -76.1% | +54.1% | -15.6% |
| YTD | -45.9% | -75.5% | +29.6% | -44.3% |
| 1Y | -46.1% | -90.1% | +44.0% | -40.6% |
| All | -19.8% | -91.8% | +72.0% | -10.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling