+37.9%
FITB vs MSTU
-90.6%
+128.5%
-29.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MSTU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.9% | -1.5% | +0.3% |
| 7D | -0.6% | -27.7% | +27.1% | +0.5% |
| 30D | +7.0% | -40.3% | +47.3% | +8.7% |
| 3M | -4.8% | +26.4% | -31.2% | -6.9% |
| 6M | +13.5% | -75.7% | +89.3% | +17.9% |
| YTD | +19.1% | -71.9% | +90.9% | +20.0% |
| 1Y | +30.8% | -89.3% | +120.0% | +37.4% |
| All | +37.9% | -90.6% | +128.5% | +30.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling