+14.0%
JPM vs MSTU
-90.4%
+104.4%
-15.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MSTU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -5.0% | +6.0% | +1.1% |
| 7D | +3.5% | -25.8% | +29.3% | +4.2% |
| 30D | +3.3% | -43.9% | +47.1% | +4.5% |
| 3M | -4.2% | +2.9% | -7.1% | -5.1% |
| 6M | +16.4% | -75.5% | +91.9% | +19.3% |
| YTD | +9.5% | -76.7% | +86.2% | +7.3% |
| 1Y | +14.0% | -88.9% | +103.0% | +10.5% |
| All | +14.0% | -90.4% | +104.4% | +10.5% |
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