+39.4%
LUV vs MSTU
-88.1%
+127.4%
-33.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MSTU | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -6.8% | +6.8% | +0.4% |
| 7D | -0.1% | -22.0% | +21.9% | +1.1% |
| 30D | -14.6% | +60.3% | -74.9% | -17.5% |
| 3M | -5.7% | -3.7% | -2.0% | -7.1% |
| 6M | -8.4% | -45.2% | +36.8% | -8.0% |
| YTD | -5.1% | -64.3% | +59.2% | -4.7% |
| 1Y | +26.6% | -94.0% | +120.6% | +42.5% |
| All | +39.4% | -88.1% | +127.4% | +38.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling