+33.6%
HUM vs MSTU
-87.7%
+121.3%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MSTU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +3.6% | -1.3% | +2.2% |
| 7D | +2.1% | -16.6% | +18.7% | +2.3% |
| 30D | +5.4% | +69.7% | -64.3% | +4.2% |
| 3M | +11.4% | -7.5% | +18.9% | +11.1% |
| 6M | +141.5% | -43.1% | +184.6% | +141.0% |
| YTD | +61.2% | -63.0% | +124.2% | +61.1% |
| 1Y | +49.2% | -93.8% | +142.9% | +54.1% |
| All | +33.6% | -87.7% | +121.3% | +17.0% |
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