+2,555.6%
BE vs MSTU
-87.2%
+2,642.8%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MSTU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -5.4% | +2.6% | -2.0% |
| 7D | +23.9% | +12.9% | +11.0% | +20.7% |
| 30D | +27.8% | +68.3% | -40.5% | +14.5% |
| 3M | +3.7% | +0.4% | +3.4% | -1.3% |
| 6M | +78.0% | -41.5% | +119.5% | +78.3% |
| YTD | +209.9% | -61.7% | +271.6% | +217.1% |
| 1Y | +389.6% | -93.7% | +483.3% | +532.3% |
| All | +2,555.6% | -87.2% | +2,642.8% | +2,803.9% |
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