+42.1%
BMY vs MSTU
-87.2%
+129.3%
-29.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MSTU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -5.4% | +5.0% | -0.3% |
| 7D | -4.8% | +12.9% | -17.7% | -5.0% |
| 30D | -0.7% | +68.3% | -69.0% | -1.7% |
| 3M | +15.3% | +0.4% | +15.0% | +14.7% |
| 6M | +8.5% | -41.5% | +50.1% | +8.4% |
| YTD | +23.4% | -61.7% | +85.2% | +23.3% |
| 1Y | +42.9% | -93.7% | +136.6% | +45.7% |
| All | +42.1% | -87.2% | +129.3% | +45.7% |
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