+110.3%
C vs MSTU
-89.5%
+199.9%
-31.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MSTU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.4% | +1.9% | +0.6% |
| 7D | -2.4% | -4.3% | +1.9% | -2.2% |
| 30D | -6.0% | -34.6% | +28.6% | -4.1% |
| 3M | -10.5% | +39.0% | -49.6% | -14.2% |
| 6M | -5.7% | -70.5% | +64.8% | -1.9% |
| YTD | +4.1% | -68.6% | +72.8% | +4.3% |
| 1Y | +20.5% | -88.6% | +109.1% | +27.8% |
| All | +110.3% | -89.5% | +199.9% | +80.6% |
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 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