+123.4%
ILMN vs MSTU
-92.8%
+216.2%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MSTU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -3.2% | +1.6% | -1.4% |
| 7D | +1.2% | +21.3% | -20.1% | -0.1% |
| 30D | +9.2% | +90.8% | -81.6% | +5.1% |
| 3M | +29.8% | -6.8% | +36.6% | +27.2% |
| 6M | +69.2% | -39.8% | +109.0% | +67.4% |
| YTD | +66.4% | -55.7% | +122.1% | +73.2% |
| 1Y | +123.4% | -92.7% | +216.1% | +227.6% |
| All | +123.4% | -92.8% | +216.2% | +227.6% |
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