-3.5%
F vs MSTU
-89.7%
+86.2%
-32.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MSTU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.9% | -2.1% | -0.3% |
| 7D | -2.1% | -27.7% | +25.6% | -1.1% |
| 30D | +3.3% | -40.3% | +43.6% | +4.9% |
| 3M | -11.3% | +26.4% | -37.7% | -13.6% |
| 6M | +5.3% | -75.7% | +81.0% | +9.9% |
| YTD | -2.2% | -71.9% | +69.6% | -0.2% |
| 1Y | -3.5% | -89.3% | +85.7% | +2.5% |
| All | -3.5% | -89.7% | +86.2% | +2.5% |
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