-0.3%
BBY vs MSTU
-86.5%
+86.2%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MSTU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -8.6% | +7.6% | -0.8% |
| 7D | +8.1% | +16.1% | -8.0% | +7.4% |
| 30D | +8.9% | +68.7% | -59.7% | +6.2% |
| 3M | +22.0% | -11.0% | +33.0% | +21.0% |
| 6M | +37.8% | -33.4% | +71.2% | +36.8% |
| YTD | +37.3% | -59.5% | +96.8% | +37.0% |
| 1Y | +21.6% | -93.4% | +114.9% | +30.1% |
| All | -0.3% | -86.5% | +86.2% | +0.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling