+39.3%
LUV vs MSTU
-86.5%
+125.8%
-33.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MSTU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -8.6% | +6.2% | -2.0% |
| 7D | +3.1% | +16.1% | -13.0% | +2.1% |
| 30D | -17.4% | +68.7% | -86.1% | -20.3% |
| 3M | -4.9% | -11.0% | +6.1% | -5.9% |
| 6M | -5.7% | -33.4% | +27.7% | -6.2% |
| YTD | -5.2% | -59.5% | +54.3% | -5.3% |
| 1Y | +24.1% | -93.4% | +117.5% | +39.1% |
| All | +39.3% | -86.5% | +125.8% | +37.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling