-4.4%
HD vs MSTU
-92.2%
+87.8%
-31.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MSTU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -5.0% | +5.1% | +0.2% |
| 7D | +1.5% | -25.8% | +27.3% | +2.0% |
| 30D | +18.0% | -43.9% | +61.9% | +18.9% |
| 3M | +2.8% | +2.9% | -0.1% | +2.0% |
| 6M | +17.0% | -75.5% | +92.5% | +18.8% |
| YTD | +3.5% | -76.7% | +80.3% | +4.1% |
| 1Y | -2.6% | -88.9% | +86.4% | -0.7% |
| All | -4.4% | -92.2% | +87.8% | -2.6% |
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