+41.3%
LUV vs MSTU
-87.7%
+129.0%
-33.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MSTU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +3.6% | -2.2% | +1.2% |
| 7D | -1.0% | -16.6% | +15.6% | -0.1% |
| 30D | -12.4% | +69.7% | -82.1% | -15.5% |
| 3M | -11.0% | -7.5% | -3.5% | -12.1% |
| 6M | -5.0% | -43.1% | +38.1% | -4.8% |
| YTD | -3.8% | -63.0% | +59.3% | -3.5% |
| 1Y | +25.9% | -93.8% | +119.7% | +41.5% |
| All | +41.3% | -87.7% | +129.0% | +39.8% |
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