+30.5%
DOW vs MSTU
-94.2%
+124.8%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MSTU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -6.8% | +7.6% | +0.9% |
| 7D | -2.4% | -22.0% | +19.6% | -2.0% |
| 30D | -4.1% | +60.3% | -64.4% | -5.6% |
| 3M | -12.4% | -3.7% | -8.7% | -12.6% |
| 6M | -10.6% | -45.2% | +34.6% | -10.1% |
| YTD | +31.1% | -64.3% | +95.4% | +34.6% |
| 1Y | +30.5% | -94.0% | +124.5% | +72.9% |
| All | +30.5% | -94.2% | +124.8% | +72.9% |
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 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