+404.3%
DELL vs MSTU
-87.7%
+492.0%
-50.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MSTU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.0% | +3.6% | +8.4% | +11.6% |
| 7D | +8.2% | -16.6% | +24.8% | +10.1% |
| 30D | +17.1% | +69.7% | -52.6% | +9.6% |
| 3M | +45.2% | -7.5% | +52.6% | +41.9% |
| 6M | +286.8% | -43.1% | +329.9% | +290.0% |
| YTD | +354.8% | -63.0% | +417.8% | +361.8% |
| 1Y | +358.3% | -93.8% | +452.0% | +437.7% |
| All | +404.3% | -87.7% | +492.0% | +406.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling