+2,633.9%
BE vs MSTU
-86.5%
+2,720.4%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MSTU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.6% | -8.6% | +18.3% | +11.0% |
| 7D | +29.8% | +16.1% | +13.6% | +25.8% |
| 30D | +26.4% | +68.7% | -42.3% | +13.2% |
| 3M | +9.3% | -11.0% | +20.3% | +5.6% |
| 6M | +105.1% | -33.4% | +138.4% | +101.4% |
| YTD | +219.0% | -59.5% | +278.6% | +223.6% |
| 1Y | +418.8% | -93.4% | +512.1% | +564.8% |
| All | +2,633.9% | -86.5% | +2,720.4% | +2,863.6% |
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