+54.6%
BP vs MSTU
-86.5%
+141.1%
-25.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MSTU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -8.6% | +11.1% | +2.6% |
| 7D | +0.9% | +16.1% | -15.2% | +0.5% |
| 30D | +9.1% | +68.7% | -59.5% | +7.5% |
| 3M | +3.9% | -11.0% | +14.9% | +3.5% |
| 6M | +13.6% | -33.4% | +47.0% | +13.0% |
| YTD | +34.0% | -59.5% | +93.5% | +33.9% |
| 1Y | +39.2% | -93.4% | +132.5% | +45.4% |
| All | +54.6% | -86.5% | +141.1% | +56.0% |
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