+25.8%
C vs MSTU
-89.7%
+115.5%
-17.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MSTU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +1.9% | -0.3% | +1.5% |
| 7D | -0.4% | -27.7% | +27.3% | +1.1% |
| 30D | -5.3% | -40.3% | +34.9% | -3.4% |
| 3M | -8.0% | +26.4% | -34.4% | -10.7% |
| 6M | -0.3% | -75.7% | +75.5% | +5.7% |
| YTD | +8.6% | -71.9% | +80.5% | +6.6% |
| 1Y | +25.8% | -89.3% | +115.1% | +28.0% |
| All | +25.8% | -89.7% | +115.5% | +28.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling