+72.6%
JPM vs MSTU
-90.8%
+163.4%
-24.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MSTU | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -7.3% | +7.3% | +0.3% |
| 7D | +1.2% | -21.7% | +22.9% | +2.2% |
| 30D | +2.7% | -42.8% | +45.5% | +4.7% |
| 3M | -4.5% | +21.4% | -25.9% | -6.8% |
| 6M | +14.3% | -74.1% | +88.4% | +18.2% |
| YTD | +8.2% | -72.4% | +80.6% | +8.7% |
| 1Y | +10.0% | -90.1% | +100.1% | +15.8% |
| All | +72.6% | -90.8% | +163.4% | +54.3% |
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