+41.7%
BMY vs MSTU
-94.2%
+135.9%
-12.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MSTU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -6.8% | +5.8% | -0.9% |
| 7D | -6.4% | -22.0% | +15.6% | -5.9% |
| 30D | +0.2% | +60.3% | -60.1% | -1.0% |
| 3M | +16.0% | -3.7% | +19.7% | +15.4% |
| 6M | +8.3% | -45.2% | +53.5% | +8.3% |
| YTD | +22.2% | -64.3% | +86.5% | +21.6% |
| 1Y | +41.7% | -94.0% | +135.7% | +44.6% |
| All | +41.7% | -94.2% | +135.9% | +44.6% |
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 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