+35.5%
MA vs MSTU
-92.2%
+127.7%
-20.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MSTU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -5.0% | +6.3% | +1.4% |
| 7D | +1.3% | -25.8% | +27.1% | +1.8% |
| 30D | +9.6% | -43.9% | +53.5% | +10.5% |
| 3M | +16.8% | +2.9% | +13.9% | +15.9% |
| 6M | +35.2% | -75.5% | +110.7% | +37.1% |
| YTD | +16.6% | -76.7% | +93.3% | +17.1% |
| 1Y | +19.8% | -88.9% | +108.7% | +22.5% |
| All | +35.5% | -92.2% | +127.7% | +38.8% |
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