-7.1%
IR vs MSTU
-90.1%
+82.9%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MSTU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | -5.1% | +9.8% | +5.0% |
| 7D | +5.0% | -9.3% | +14.3% | +5.4% |
| 30D | +10.3% | -38.3% | +48.6% | +12.7% |
| 3M | -0.1% | +24.0% | -24.1% | -3.4% |
| 6M | +14.8% | -72.1% | +86.8% | +20.1% |
| YTD | +9.7% | -70.2% | +80.0% | +10.7% |
| 1Y | +12.2% | -89.6% | +101.8% | +21.4% |
| All | -7.1% | -90.1% | +82.9% | -11.7% |
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 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