+110.0%
GOOG vs MSTU
-86.5%
+196.5%
-29.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MSTU | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -8.6% | +8.7% | +0.5% |
| 7D | +1.1% | +16.1% | -15.1% | -0.1% |
| 30D | -5.1% | +68.7% | -73.7% | -9.0% |
| 3M | -7.1% | -11.0% | +3.9% | -8.5% |
| 6M | +12.7% | -33.4% | +46.0% | +11.5% |
| YTD | +7.1% | -59.5% | +66.6% | +7.3% |
| 1Y | +43.6% | -93.4% | +137.0% | +60.2% |
| All | +110.0% | -86.5% | +196.5% | +123.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling