+49.2%
HUM vs MSTU
-93.8%
+143.0%
-44.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| 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% | +4.3% |
| 3M | +11.4% | -7.5% | +18.9% | +11.4% |
| 6M | +141.5% | -43.1% | +184.6% | +140.3% |
| YTD | +61.2% | -63.0% | +124.2% | +60.4% |
| 1Y | +49.2% | -93.8% | +142.9% | +63.6% |
| All | +49.2% | -93.8% | +143.0% | +63.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling