+16.8%
IEFA vs MSTU
-94.0%
+110.9%
-11.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MSTU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -6.8% | +5.9% | -0.6% |
| 7D | -2.4% | -22.0% | +19.6% | -1.5% |
| 30D | -2.1% | +60.3% | -62.4% | -4.6% |
| 3M | +5.5% | -3.7% | +9.3% | +4.3% |
| 6M | +8.1% | -45.2% | +53.3% | +8.2% |
| YTD | +11.9% | -64.3% | +76.2% | +12.0% |
| All | +16.8% | -94.0% | +110.9% | +24.1% |
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