+64.6%
BAC vs MSTU
-86.5%
+151.1%
-27.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MSTU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -8.6% | +8.2% | -0.1% |
| 7D | +1.2% | +16.1% | -15.0% | +0.4% |
| 30D | -0.7% | +68.7% | -69.4% | -3.5% |
| 3M | +16.9% | -11.0% | +27.9% | +15.9% |
| 6M | +29.6% | -33.4% | +63.0% | +28.5% |
| YTD | +15.3% | -59.5% | +74.8% | +15.0% |
| 1Y | +28.8% | -93.4% | +122.2% | +39.4% |
| All | +64.6% | -86.5% | +151.1% | +46.4% |
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