+77.5%
JPM vs MSTU
-86.5%
+164.0%
-24.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MSTU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -8.6% | +7.2% | -1.1% |
| 7D | -0.4% | +16.1% | -16.5% | -1.2% |
| 30D | -1.1% | +68.7% | -69.8% | -4.0% |
| 3M | +14.1% | -11.0% | +25.1% | +13.0% |
| 6M | +23.3% | -33.4% | +56.7% | +22.3% |
| YTD | +11.3% | -59.5% | +70.8% | +11.0% |
| 1Y | +23.0% | -93.4% | +116.4% | +33.1% |
| All | +77.5% | -86.5% | +164.0% | +57.5% |
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 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