-14.0%
HD vs MSTU
-86.5%
+72.5%
-28.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MSTU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -8.6% | +6.4% | -2.1% |
| 7D | -1.2% | +16.1% | -17.3% | -1.5% |
| 30D | -11.1% | +68.7% | -79.8% | -12.2% |
| 3M | +2.0% | -11.0% | +13.0% | +1.6% |
| 6M | -10.5% | -33.4% | +22.9% | -10.7% |
| YTD | -6.9% | -59.5% | +52.7% | -6.9% |
| 1Y | -23.2% | -93.4% | +70.2% | -20.4% |
| All | -14.0% | -86.5% | +72.5% | -12.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling