-35.3%
BAX vs MSTU
-86.5%
+51.2%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MSTU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -8.6% | +4.9% | -3.5% |
| 7D | -2.4% | +16.1% | -18.6% | -2.9% |
| 30D | -9.7% | +68.7% | -78.4% | -11.4% |
| 3M | +29.3% | -11.0% | +40.2% | +28.4% |
| 6M | +40.7% | -33.4% | +74.0% | +40.0% |
| YTD | +30.3% | -59.5% | +89.8% | +30.3% |
| 1Y | +3.4% | -93.4% | +96.8% | +9.1% |
| All | -35.3% | -86.5% | +51.2% | -37.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling