+60.0%
ILMN vs MSTU
-91.8%
+151.8%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MSTU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -12.9% | +11.3% | -0.8% |
| 7D | +0.7% | -23.0% | +23.7% | +2.2% |
| 30D | -22.7% | -47.7% | +25.0% | -20.1% |
| 3M | +8.6% | +12.5% | -3.9% | +7.1% |
| 6M | +43.8% | -76.1% | +119.9% | +50.0% |
| YTD | +59.8% | -75.5% | +135.3% | +64.0% |
| 1Y | +71.8% | -90.1% | +161.9% | +85.6% |
| All | +60.0% | -91.8% | +151.8% | +62.7% |
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 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