+21.0%
HIMS vs MSTU
-91.8%
+112.8%
-78.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MSTU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.2% | -12.9% | +7.7% | -2.7% |
| 7D | -18.0% | -23.0% | +5.0% | -13.6% |
| 30D | -33.6% | -47.7% | +14.1% | -25.6% |
| 3M | -34.2% | +12.5% | -46.7% | -38.7% |
| 6M | -21.2% | -76.1% | +54.9% | -6.5% |
| YTD | -39.2% | -75.5% | +36.3% | -33.0% |
| 1Y | -49.4% | -90.1% | +40.6% | -35.0% |
| All | +21.0% | -91.8% | +112.8% | +38.0% |
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