+30.4%
HUM vs MSTU
-87.2%
+117.6%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MSTU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -5.4% | +4.7% | -0.7% |
| 7D | -0.2% | +12.9% | -13.1% | -0.5% |
| 30D | +3.7% | +68.3% | -64.6% | +2.6% |
| 3M | +10.4% | +0.4% | +10.0% | +9.9% |
| 6M | +125.7% | -41.5% | +167.2% | +125.2% |
| YTD | +57.3% | -61.7% | +119.1% | +57.2% |
| 1Y | +48.6% | -93.7% | +142.3% | +53.5% |
| All | +30.4% | -87.2% | +117.6% | +14.2% |
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