-31.3%
BAX vs MSTU
-90.1%
+58.8%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MSTU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -5.1% | +7.5% | +2.5% |
| 7D | +9.0% | -9.3% | +18.3% | +9.3% |
| 30D | +8.5% | -38.3% | +46.7% | +9.6% |
| 3M | -4.1% | +24.0% | -28.1% | -5.5% |
| 6M | +46.9% | -72.1% | +119.0% | +49.9% |
| YTD | +38.4% | -70.2% | +108.6% | +38.9% |
| 1Y | +47.0% | -89.6% | +136.6% | +52.3% |
| All | -31.3% | -90.1% | +58.8% | -33.5% |
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