+93.9%
ILMN vs MSTU
-88.0%
+181.8%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MSTU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | +10.3% | -15.2% | -5.4% |
| 7D | -21.6% | -4.8% | -16.7% | -21.4% |
| 30D | -22.9% | -29.6% | +6.7% | -22.1% |
| 3M | +11.6% | +69.4% | -57.8% | +9.5% |
| 6M | +62.5% | -62.2% | +124.8% | +59.6% |
| YTD | +72.7% | -61.1% | +133.8% | +78.8% |
| 1Y | +93.9% | -87.2% | +181.0% | +116.5% |
| All | +93.9% | -88.0% | +181.8% | +116.5% |
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 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