+33.7%
HAL vs MSTU
-85.2%
+118.9%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MSTU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -3.2% | +2.6% | -0.5% |
| 7D | +2.9% | +21.3% | -18.4% | +1.9% |
| 30D | +17.0% | +90.8% | -73.8% | +13.0% |
| 3M | -9.7% | -6.8% | -2.9% | -10.5% |
| 6M | +8.6% | -39.8% | +48.5% | +8.5% |
| YTD | +33.0% | -55.7% | +88.7% | +32.8% |
| 1Y | +68.3% | -92.7% | +161.0% | +85.0% |
| All | +33.7% | -85.2% | +118.9% | +39.3% |
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 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