+138.4%
BNY vs MSTU
-87.2%
+225.6%
-17.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MSTU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -5.4% | +5.2% | 0.0% |
| 7D | +0.3% | +12.9% | -12.6% | -0.3% |
| 30D | +1.9% | +68.3% | -66.4% | -0.4% |
| 3M | +13.9% | +0.4% | +13.5% | +12.6% |
| 6M | +42.3% | -41.5% | +83.8% | +42.1% |
| YTD | +41.8% | -61.7% | +103.6% | +41.9% |
| 1Y | +57.9% | -93.7% | +151.6% | +66.4% |
| All | +138.4% | -87.2% | +225.6% | +149.6% |
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 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