+73.0%
JPM vs MSTU
-91.8%
+164.8%
-24.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MSTU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -12.9% | +12.7% | +0.4% |
| 7D | +1.6% | -23.0% | +24.6% | +2.7% |
| 30D | +3.4% | -47.7% | +51.1% | +5.7% |
| 3M | -5.7% | +12.5% | -18.2% | -7.7% |
| 6M | +13.5% | -76.1% | +89.6% | +17.8% |
| YTD | +8.4% | -75.5% | +83.9% | +9.5% |
| 1Y | +9.1% | -90.1% | +99.1% | +14.6% |
| All | +73.0% | -91.8% | +164.8% | +55.4% |
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 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