+132.9%
B vs MSTU
-85.2%
+218.1%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MSTU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -3.2% | +1.0% | -2.0% |
| 7D | -1.6% | +21.3% | -22.9% | -2.9% |
| 30D | +9.4% | +90.8% | -81.4% | +5.0% |
| 3M | +5.0% | -6.8% | +11.7% | +3.2% |
| 6M | -3.5% | -39.8% | +36.3% | -4.0% |
| YTD | +4.5% | -55.7% | +60.1% | +3.6% |
| 1Y | +67.8% | -92.7% | +160.4% | +73.2% |
| All | +132.9% | -85.2% | +218.1% | +145.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling