+1,793.4%
BE vs MSTU
-92.2%
+1,885.6%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MSTU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -5.0% | +0.1% | -4.1% |
| 7D | +10.8% | -25.8% | +36.6% | +16.0% |
| 30D | -19.8% | -43.9% | +24.1% | -12.7% |
| 3M | -18.7% | +2.9% | -21.6% | -23.1% |
| 6M | -33.7% | -75.5% | +41.8% | -24.2% |
| YTD | +121.0% | -76.7% | +197.7% | +138.8% |
| 1Y | +85.4% | -88.9% | +174.4% | +121.6% |
| All | +1,793.4% | -92.2% | +1,885.6% | +2,086.9% |
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