+143.3%
DELL vs MSTU
-88.0%
+231.3%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MSTU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.8% | +10.3% | -19.2% | -9.9% |
| 7D | -24.6% | -4.8% | -19.7% | -24.3% |
| 30D | -32.5% | -29.6% | -2.9% | -30.5% |
| 3M | -20.2% | +69.4% | -89.6% | -26.9% |
| 6M | +76.5% | -62.2% | +138.7% | +87.5% |
| YTD | +198.9% | -61.1% | +260.0% | +198.0% |
| 1Y | +143.3% | -87.2% | +230.5% | +181.8% |
| All | +143.3% | -88.0% | +231.3% | +181.8% |
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