-45.2%
INTU vs MSTU
-88.0%
+42.7%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MSTU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +10.3% | -6.9% | +3.0% |
| 7D | +8.7% | -4.8% | +13.5% | +8.8% |
| 30D | +25.9% | -29.6% | +55.4% | +27.3% |
| 3M | +10.7% | +69.4% | -58.7% | +5.6% |
| 6M | -11.6% | -62.2% | +50.7% | -9.2% |
| YTD | -45.4% | -61.1% | +15.7% | -46.2% |
| 1Y | -45.2% | -87.2% | +41.9% | -45.6% |
| All | -45.2% | -88.0% | +42.7% | -45.6% |
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