+23.7%
F vs MSTU
-92.2%
+115.9%
-32.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MSTU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -5.0% | +5.1% | +0.4% |
| 7D | -3.1% | -25.8% | +22.7% | -1.6% |
| 30D | 0.0% | -43.9% | +43.9% | +2.6% |
| 3M | -13.2% | +2.9% | -16.1% | -15.4% |
| 6M | -10.2% | -75.5% | +65.3% | -5.8% |
| YTD | -4.9% | -76.7% | +71.8% | -2.9% |
| 1Y | -6.1% | -88.9% | +82.9% | +0.2% |
| All | +23.7% | -92.2% | +115.9% | +27.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling