+50.0%
BMY vs MSTU
-92.8%
+142.7%
-12.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MSTU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -3.2% | +1.3% | -1.8% |
| 7D | +0.4% | +21.3% | -21.0% | -0.1% |
| 30D | +5.0% | +90.8% | -85.8% | +3.4% |
| 3M | +19.4% | -6.8% | +26.2% | +18.9% |
| 6M | +9.5% | -39.8% | +49.4% | +9.4% |
| YTD | +28.1% | -55.7% | +83.7% | +27.0% |
| 1Y | +50.0% | -92.7% | +142.6% | +53.3% |
| All | +50.0% | -92.8% | +142.7% | +53.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling