+105.6%
GOOG vs MSTU
-87.2%
+192.8%
-29.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MSTU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -5.4% | +3.3% | -1.8% |
| 7D | -1.6% | +12.9% | -14.5% | -2.6% |
| 30D | -7.7% | +68.3% | -76.0% | -11.4% |
| 3M | -9.3% | +0.4% | -9.7% | -11.2% |
| 6M | +7.4% | -41.5% | +49.0% | +7.2% |
| YTD | +4.9% | -61.7% | +66.6% | +5.4% |
| 1Y | +37.2% | -93.7% | +130.9% | +53.5% |
| All | +105.6% | -87.2% | +192.8% | +119.3% |
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