+41.7%
DELL vs MSTU
-76.6%
+118.3%
-46.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | MSTU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.2% | -5.0% | -2.2% | -6.6% |
| 7D | +4.9% | -25.8% | +30.7% | +8.6% |
| 30D | -32.1% | -43.9% | +11.8% | -27.5% |
| 3M | -30.2% | +2.9% | -33.1% | -31.9% |
| 6M | +41.7% | -75.5% | +117.2% | +137.4% |
| All | +41.7% | -76.6% | +118.3% | +137.4% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling