+417.4%
HUT vs MSTU
-90.1%
+507.5%
-65.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MSTU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.3% | -5.1% | +13.4% | +9.8% |
| 7D | +3.7% | -9.3% | +13.0% | +5.0% |
| 30D | -32.3% | -38.3% | +6.0% | -23.5% |
| 3M | -35.6% | +24.0% | -59.7% | -45.0% |
| 6M | -42.1% | -72.1% | +30.0% | -27.8% |
| YTD | +24.1% | -70.2% | +94.3% | +35.7% |
| 1Y | +27.9% | -89.6% | +117.5% | +93.5% |
| All | +417.4% | -90.1% | +507.5% | +557.6% |
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 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