+40.2%
IEFA vs MSTU
-87.2%
+127.4%
-13.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MSTU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -5.4% | +4.4% | -0.9% |
| 7D | -0.5% | +12.9% | -13.4% | -1.1% |
| 30D | -1.1% | +68.3% | -69.5% | -3.5% |
| 3M | +5.1% | +0.4% | +4.7% | +3.8% |
| 6M | +9.3% | -41.5% | +50.8% | +9.2% |
| YTD | +13.0% | -61.7% | +74.7% | +13.0% |
| 1Y | +19.2% | -93.7% | +112.8% | +25.7% |
| All | +40.2% | -87.2% | +127.4% | +33.5% |
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