+9.5%
HON vs MSTU
-85.2%
+94.6%
-22.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MSTU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -3.2% | +4.1% | +1.0% |
| 7D | -3.6% | +21.3% | -24.9% | -4.3% |
| 30D | -15.3% | +90.8% | -106.1% | -17.2% |
| 3M | -7.9% | -6.8% | -1.1% | -8.3% |
| 6M | -18.1% | -39.8% | +21.8% | -17.8% |
| YTD | +3.8% | -55.7% | +59.5% | +4.0% |
| 1Y | +0.5% | -92.7% | +93.2% | +6.7% |
| All | +9.5% | -85.2% | +94.6% | +12.1% |
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 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