-16.8%
IR vs MSTU
-37.9%
+21.1%
-25.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | MSTU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -3.2% | +4.4% | +1.4% |
| 7D | -2.8% | +21.3% | -24.2% | -3.5% |
| 30D | -15.1% | +90.8% | -106.0% | -17.2% |
| 3M | +6.1% | -6.8% | +12.8% | +8.3% |
| 6M | -16.8% | -39.8% | +23.0% | -14.7% |
| All | -16.8% | -37.9% | +21.1% | -14.7% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling