+19.7%
EXC vs MSTU
-86.5%
+106.2%
-13.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MSTU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -8.6% | +9.3% | +0.6% |
| 7D | +1.2% | +16.1% | -14.9% | +1.4% |
| 30D | -2.7% | +68.7% | -71.4% | -2.1% |
| 3M | -1.0% | -11.0% | +10.0% | -0.7% |
| 6M | -9.3% | -33.4% | +24.1% | -9.0% |
| YTD | +3.6% | -59.5% | +63.1% | +3.7% |
| 1Y | +5.9% | -93.4% | +99.3% | +4.4% |
| All | +19.7% | -86.5% | +106.2% | +19.0% |
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