+47.4%
BMY vs MSTU
-85.2%
+132.6%
-29.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MSTU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -3.2% | +1.3% | -1.8% |
| 7D | +0.4% | +21.3% | -21.0% | 0.0% |
| 30D | +5.0% | +90.8% | -85.8% | +3.7% |
| 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% | +27.6% |
| 1Y | +50.0% | -92.7% | +142.6% | +52.5% |
| All | +47.4% | -85.2% | +132.6% | +50.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling