+5.4%
B vs MSTU
-90.4%
+95.8%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MSTU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -5.0% | +4.3% | -0.1% |
| 7D | -7.3% | -25.8% | +18.5% | -4.6% |
| 30D | -3.3% | -43.9% | +40.5% | +1.6% |
| 3M | -7.8% | +2.9% | -10.7% | -11.2% |
| 6M | -15.5% | -75.5% | +60.0% | -10.0% |
| YTD | -12.3% | -76.7% | +64.5% | -10.1% |
| 1Y | +5.4% | -88.9% | +94.3% | +13.1% |
| All | +5.4% | -90.4% | +95.8% | +13.1% |
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