+3.6%
GOOG vs MSTU
-88.0%
+91.6%
-30.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MSTU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +10.3% | -7.1% | +2.8% |
| 7D | -10.7% | -4.8% | -5.9% | -10.6% |
| 30D | -16.4% | -29.6% | +13.1% | -15.4% |
| 3M | -23.4% | +69.4% | -92.8% | -26.3% |
| 6M | -24.2% | -62.2% | +38.0% | -23.8% |
| YTD | -8.3% | -61.1% | +52.8% | -7.4% |
| 1Y | +3.6% | -87.2% | +90.8% | +9.0% |
| All | +3.6% | -88.0% | +91.6% | +9.0% |
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 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