+2,393.8%
BE vs MSTU
-85.2%
+2,479.0%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MSTU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.4% | -3.2% | +10.5% | +7.9% |
| 7D | +20.0% | +21.3% | -1.4% | +15.4% |
| 30D | +7.9% | +90.8% | -82.9% | -5.1% |
| 3M | -13.2% | -6.8% | -6.4% | -16.7% |
| 6M | +53.5% | -39.8% | +93.3% | +53.6% |
| YTD | +191.0% | -55.7% | +246.7% | +191.6% |
| 1Y | +360.5% | -92.7% | +453.2% | +482.6% |
| All | +2,393.8% | -85.2% | +2,479.0% | +2,570.4% |
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