-44.8%
INTU vs MSTU
-92.2%
+47.4%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MSTU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -5.0% | +5.5% | +0.7% |
| 7D | +0.1% | -25.8% | +25.9% | +1.5% |
| 30D | +10.1% | -43.9% | +53.9% | +12.7% |
| 3M | -4.2% | +2.9% | -7.1% | -6.4% |
| 6M | -7.2% | -75.5% | +68.3% | -3.3% |
| YTD | -47.7% | -76.7% | +29.0% | -46.7% |
| 1Y | -46.7% | -88.9% | +42.2% | -44.0% |
| All | -44.8% | -92.2% | +47.4% | -45.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling