-11.7%
AXP vs MSTU
-89.7%
+78.0%
-23.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MSTU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.9% | -2.0% | -0.2% |
| 7D | -2.9% | -27.7% | +24.9% | -1.7% |
| 30D | +3.7% | -40.3% | +44.0% | +5.4% |
| 3M | -4.9% | +26.4% | -31.3% | -7.3% |
| 6M | +4.1% | -75.7% | +79.8% | +7.5% |
| YTD | -11.7% | -71.9% | +60.2% | -11.1% |
| 1Y | -11.7% | -89.3% | +77.5% | -9.6% |
| All | -11.7% | -89.7% | +78.0% | -9.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling