+106.9%
GOOG vs MSTU
-88.1%
+195.0%
-29.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MSTU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -6.8% | +7.4% | +1.0% |
| 7D | -2.5% | -22.0% | +19.5% | -1.1% |
| 30D | -3.6% | +60.3% | -63.9% | -7.3% |
| 3M | -6.4% | -3.7% | -2.7% | -8.2% |
| 6M | +7.8% | -45.2% | +53.0% | +7.9% |
| YTD | +5.5% | -64.3% | +69.8% | +6.5% |
| 1Y | +38.3% | -94.0% | +132.3% | +55.1% |
| All | +106.9% | -88.1% | +195.0% | +121.5% |
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 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