+36.6%
IEFA vs MSTU
-92.2%
+128.9%
-13.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MSTU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -5.0% | +5.1% | +0.3% |
| 7D | +2.2% | -25.8% | +28.0% | +3.3% |
| 30D | +1.1% | -43.9% | +44.9% | +2.8% |
| 3M | -4.3% | +2.9% | -7.2% | -5.6% |
| 6M | +1.4% | -75.5% | +76.9% | +4.2% |
| YTD | +10.1% | -76.7% | +86.8% | +11.3% |
| 1Y | +12.9% | -88.9% | +101.8% | +16.6% |
| All | +36.6% | -92.2% | +128.9% | +31.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling