-45.4%
INTU vs MSTU
-90.1%
+44.7%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MSTU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -5.1% | +4.1% | -0.7% |
| 7D | -3.9% | -9.3% | +5.4% | -3.6% |
| 30D | +11.7% | -38.3% | +50.0% | +13.8% |
| 3M | +4.5% | +24.0% | -19.6% | +1.2% |
| 6M | -13.9% | -72.1% | +58.2% | -10.8% |
| YTD | -48.2% | -70.2% | +22.0% | -47.9% |
| 1Y | -47.1% | -89.6% | +42.5% | -44.2% |
| All | -45.4% | -90.1% | +44.7% | -46.5% |
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 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