+34.1%
FITB vs MSTU
-88.0%
+122.1%
-21.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MSTU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +10.3% | -8.9% | +1.3% |
| 7D | +2.3% | -4.8% | +7.2% | +2.4% |
| 30D | +7.7% | -29.6% | +37.3% | +8.1% |
| 3M | -4.5% | +69.4% | -73.9% | -5.6% |
| 6M | +12.5% | -62.2% | +74.7% | +15.3% |
| YTD | +19.8% | -61.1% | +80.8% | +19.2% |
| 1Y | +34.1% | -87.2% | +121.3% | +36.8% |
| All | +34.1% | -88.0% | +122.1% | +36.8% |
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