+26.3%
AXP vs MSTU
-90.6%
+116.9%
-28.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MSTU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.9% | -2.0% | -0.2% |
| 7D | -2.9% | -27.7% | +24.9% | -1.1% |
| 30D | +3.7% | -40.3% | +44.0% | +6.2% |
| 3M | -4.9% | +26.4% | -31.3% | -8.4% |
| 6M | +4.1% | -75.7% | +79.8% | +9.3% |
| YTD | -11.7% | -71.9% | +60.2% | -10.7% |
| 1Y | -11.7% | -89.3% | +77.5% | -5.3% |
| All | +26.3% | -90.6% | +116.9% | +26.8% |
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