-9.1%
IR vs MSTU
-92.2%
+83.2%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MSTU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -5.0% | +4.7% | 0.0% |
| 7D | +2.5% | -25.8% | +28.3% | +4.1% |
| 30D | +9.2% | -43.9% | +53.0% | +12.0% |
| 3M | +0.9% | +2.9% | -1.9% | -1.5% |
| 6M | +19.2% | -75.5% | +94.7% | +25.5% |
| YTD | +7.5% | -76.7% | +84.2% | +9.8% |
| 1Y | +11.7% | -88.9% | +100.7% | +19.6% |
| All | -9.1% | -92.2% | +83.2% | -12.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling