+22.0%
BLK vs MSTU
-87.7%
+109.6%
-23.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MSTU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +3.6% | -2.0% | +1.4% |
| 7D | -3.3% | -16.6% | +13.3% | -2.4% |
| 30D | -6.5% | +69.7% | -76.2% | -9.9% |
| 3M | +6.7% | -7.5% | +14.2% | +5.4% |
| 6M | +14.7% | -43.1% | +57.9% | +14.9% |
| YTD | +2.5% | -63.0% | +65.6% | +3.3% |
| 1Y | -2.8% | -93.8% | +91.0% | +6.6% |
| All | +22.0% | -87.7% | +109.6% | +20.5% |
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