+26.8%
AXP vs MSTU
-90.1%
+116.8%
-28.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MSTU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -5.1% | +6.1% | +1.3% |
| 7D | -1.1% | -9.3% | +8.2% | -0.7% |
| 30D | +5.2% | -38.3% | +43.5% | +7.6% |
| 3M | -4.6% | +24.0% | -28.6% | -8.0% |
| 6M | +3.2% | -72.1% | +75.3% | +7.5% |
| YTD | -11.3% | -70.2% | +58.9% | -10.7% |
| 1Y | -11.0% | -89.6% | +78.6% | -4.3% |
| All | +26.8% | -90.1% | +116.8% | +26.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling