-13.3%
IBM vs MSTU
-88.0%
+74.7%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MSTU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +10.3% | -8.6% | +1.4% |
| 7D | +0.4% | -4.8% | +5.3% | +0.5% |
| 30D | +14.8% | -29.6% | +44.3% | +15.7% |
| 3M | +8.9% | +69.4% | -60.5% | +6.3% |
| 6M | +12.4% | -62.2% | +74.7% | +16.6% |
| YTD | -12.4% | -61.1% | +48.7% | -12.6% |
| 1Y | -13.3% | -87.2% | +73.9% | -13.2% |
| All | -13.3% | -88.0% | +74.7% | -13.2% |
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 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