+30.7%
HUM vs MSTU
-88.1%
+118.7%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MSTU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -6.8% | +7.0% | +0.3% |
| 7D | -1.4% | -22.0% | +20.6% | -1.0% |
| 30D | +7.5% | +60.3% | -52.8% | +6.4% |
| 3M | +10.2% | -3.7% | +13.9% | +9.8% |
| 6M | +132.5% | -45.2% | +177.7% | +132.2% |
| YTD | +57.6% | -64.3% | +121.9% | +57.6% |
| 1Y | +48.6% | -94.0% | +142.6% | +53.6% |
| All | +30.7% | -88.1% | +118.7% | +14.5% |
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