+42.7%
BMY vs MSTU
-86.5%
+129.2%
-29.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MSTU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -8.6% | +5.5% | -3.1% |
| 7D | -3.3% | +16.1% | -19.5% | -3.6% |
| 30D | 0.0% | +68.7% | -68.7% | -1.1% |
| 3M | +17.7% | -11.0% | +28.7% | +17.3% |
| 6M | +9.6% | -33.4% | +43.0% | +9.3% |
| YTD | +24.0% | -59.5% | +83.5% | +23.7% |
| 1Y | +45.1% | -93.4% | +138.5% | +47.8% |
| All | +42.7% | -86.5% | +129.2% | +46.2% |
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