-0.8%
F vs MSTU
-90.0%
+89.2%
-32.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MSTU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.4% | +0.7% | -0.7% |
| 7D | +1.6% | -4.3% | +5.8% | +1.6% |
| 30D | +2.6% | -34.6% | +37.2% | +3.9% |
| 3M | -8.8% | +39.0% | -47.9% | -11.5% |
| 6M | +4.6% | -70.5% | +75.1% | +8.3% |
| YTD | -1.9% | -68.6% | +66.7% | -0.2% |
| 1Y | -0.8% | -88.6% | +87.9% | +6.1% |
| All | -0.8% | -90.0% | +89.2% | +6.1% |
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