-19.7%
IR vs MSTU
-86.5%
+66.8%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MSTU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -8.6% | +7.0% | -1.2% |
| 7D | +0.6% | +16.1% | -15.5% | -0.5% |
| 30D | -13.6% | +68.7% | -82.3% | -17.0% |
| 3M | +3.7% | -11.0% | +14.7% | +2.5% |
| 6M | -13.1% | -33.4% | +20.3% | -13.6% |
| YTD | -5.1% | -59.5% | +54.4% | -4.9% |
| 1Y | -6.5% | -93.4% | +86.9% | +5.8% |
| All | -19.7% | -86.5% | +66.8% | -24.1% |
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