-11.3%
IR vs MSTU
-89.5%
+78.2%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MSTU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -1.4% | +2.8% | +1.5% |
| 7D | +3.7% | -4.3% | +7.9% | +3.8% |
| 30D | +7.4% | -34.6% | +42.0% | +9.4% |
| 3M | -5.9% | +39.0% | -45.0% | -9.7% |
| 6M | +5.6% | -70.5% | +76.1% | +10.1% |
| YTD | +4.8% | -68.6% | +73.5% | +5.5% |
| 1Y | +6.9% | -88.6% | +95.6% | +15.0% |
| All | -11.3% | -89.5% | +78.2% | -15.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling