-22.8%
GOOGL vs MSTU
-77.7%
+55.0%
-30.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | MSTU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -12.9% | +14.7% | +2.5% |
| 7D | +5.7% | -23.0% | +28.7% | +7.2% |
| 30D | -15.6% | -47.7% | +32.1% | -12.8% |
| 3M | -13.0% | +12.5% | -25.5% | -15.3% |
| 6M | -22.8% | -76.1% | +53.3% | -22.1% |
| All | -22.8% | -77.7% | +55.0% | -22.1% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling