+31.0%
F vs MSTU
-92.8%
+123.8%
-23.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MSTU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -3.2% | +4.6% | +1.6% |
| 7D | +5.3% | +21.3% | -16.0% | +4.0% |
| 30D | +4.6% | +90.8% | -86.2% | +0.3% |
| 3M | -3.7% | -6.8% | +3.1% | -4.3% |
| 6M | +16.8% | -39.8% | +56.6% | +17.3% |
| YTD | +15.3% | -55.7% | +71.0% | +17.1% |
| 1Y | +31.0% | -92.7% | +123.7% | +64.6% |
| All | +31.0% | -92.8% | +123.8% | +64.6% |
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