+142.0%
C vs MSTU
-85.2%
+227.2%
-31.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MSTU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -3.2% | +2.9% | -0.1% |
| 7D | +3.6% | +21.3% | -17.7% | +2.1% |
| 30D | +0.1% | +90.8% | -90.8% | -4.7% |
| 3M | +2.4% | -6.8% | +9.2% | +0.8% |
| 6M | +24.9% | -39.8% | +64.8% | +24.5% |
| YTD | +19.8% | -55.7% | +75.5% | +18.9% |
| 1Y | +44.9% | -92.7% | +137.5% | +58.9% |
| All | +142.0% | -85.2% | +227.2% | +105.9% |
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