-32.8%
BAX vs MSTU
-92.2%
+59.4%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MSTU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -5.0% | +5.3% | +0.4% |
| 7D | +0.1% | -25.8% | +25.9% | +0.9% |
| 30D | +4.1% | -43.9% | +47.9% | +5.5% |
| 3M | -4.5% | +2.9% | -7.4% | -5.5% |
| 6M | +49.2% | -75.5% | +124.7% | +52.8% |
| YTD | +35.2% | -76.7% | +112.0% | +36.7% |
| 1Y | +38.3% | -88.9% | +127.2% | +42.8% |
| All | -32.8% | -92.2% | +59.4% | -34.6% |
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 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