+41.7%
IEFA vs MSTU
-86.5%
+128.2%
-13.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MSTU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -8.6% | +8.1% | -0.3% |
| 7D | +1.2% | +16.1% | -15.0% | +0.4% |
| 30D | -0.6% | +68.7% | -69.2% | -3.0% |
| 3M | +6.2% | -11.0% | +17.2% | +5.3% |
| 6M | +11.2% | -33.4% | +44.5% | +10.5% |
| YTD | +14.2% | -59.5% | +73.7% | +14.0% |
| 1Y | +20.0% | -93.4% | +113.4% | +26.4% |
| All | +41.7% | -86.5% | +128.2% | +34.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling