+138.5%
BNY vs MSTU
-88.1%
+226.6%
-17.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MSTU | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -6.8% | +6.8% | +0.3% |
| 7D | -1.1% | -22.0% | +21.0% | -0.3% |
| 30D | +1.4% | +60.3% | -58.9% | -0.7% |
| 3M | +16.8% | -3.7% | +20.5% | +15.6% |
| 6M | +42.0% | -45.2% | +87.2% | +42.1% |
| YTD | +41.9% | -64.3% | +106.2% | +42.3% |
| 1Y | +59.2% | -94.0% | +153.2% | +68.0% |
| All | +138.5% | -88.1% | +226.6% | +150.3% |
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 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