-32.9%
BAX vs MSTU
-89.5%
+56.6%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MSTU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.4% | +2.0% | +0.6% |
| 7D | +12.1% | -4.3% | +16.4% | +12.2% |
| 30D | +7.6% | -34.6% | +42.2% | +8.6% |
| 3M | -4.5% | +39.0% | -43.5% | -6.2% |
| 6M | +52.0% | -70.5% | +122.5% | +54.8% |
| YTD | +35.1% | -68.6% | +103.8% | +35.5% |
| 1Y | +43.7% | -88.6% | +132.4% | +48.5% |
| All | -32.9% | -89.5% | +56.6% | -35.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling