+10.1%
IR vs MSTU
-89.7%
+99.8%
-30.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MSTU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +1.9% | -2.8% | -1.0% |
| 7D | +1.1% | -27.7% | +28.8% | +1.8% |
| 30D | +7.6% | -40.3% | +47.8% | +8.7% |
| 3M | +0.1% | +26.4% | -26.3% | -1.2% |
| 6M | +14.0% | -75.7% | +89.7% | +18.9% |
| YTD | +7.5% | -71.9% | +79.3% | +7.6% |
| 1Y | +10.1% | -89.3% | +99.4% | +8.9% |
| All | +10.1% | -89.7% | +99.8% | +8.9% |
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