+96.9%
B vs MSTU
-91.8%
+188.7%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MSTU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -12.9% | +9.8% | -2.4% |
| 7D | -6.2% | -23.0% | +16.8% | -4.8% |
| 30D | -6.6% | -47.7% | +41.1% | -3.5% |
| 3M | -7.9% | +12.5% | -20.4% | -9.8% |
| 6M | -16.8% | -76.1% | +59.3% | -13.8% |
| YTD | -11.7% | -75.5% | +63.8% | -10.3% |
| 1Y | +3.5% | -90.1% | +93.6% | +7.3% |
| All | +96.9% | -91.8% | +188.7% | +112.7% |
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 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