+20.0%
BLK vs MSTU
-88.1%
+108.1%
-23.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MSTU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -6.8% | +5.9% | -0.5% |
| 7D | -5.2% | -22.0% | +16.8% | -3.9% |
| 30D | -7.0% | +60.3% | -67.4% | -10.1% |
| 3M | +5.7% | -3.7% | +9.4% | +4.1% |
| 6M | +11.0% | -45.2% | +56.2% | +11.4% |
| YTD | +0.9% | -64.3% | +65.2% | +1.9% |
| 1Y | -1.6% | -94.0% | +92.4% | +8.1% |
| All | +20.0% | -88.1% | +108.1% | +18.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling