+34.6%
AXON vs MSTU
-85.2%
+119.8%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MSTU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | -3.2% | -1.0% | -3.9% |
| 7D | -14.2% | +21.3% | -35.5% | -16.0% |
| 30D | -15.4% | +90.8% | -106.2% | -21.2% |
| 3M | +0.5% | -6.8% | +7.2% | -2.0% |
| 6M | -9.5% | -39.8% | +30.3% | -10.4% |
| YTD | -9.2% | -55.7% | +46.5% | -10.2% |
| 1Y | -29.4% | -92.7% | +63.3% | -20.2% |
| All | +34.6% | -85.2% | +119.8% | +44.0% |
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 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