+19.4%
MA vs MSTU
-90.3%
+109.6%
-18.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MSTU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -5.1% | +5.6% | +0.5% |
| 7D | -0.3% | -9.3% | +8.9% | -0.3% |
| 30D | +11.3% | -38.3% | +49.6% | +11.4% |
| 3M | +16.7% | +24.0% | -7.4% | +16.8% |
| 6M | +32.8% | -72.1% | +104.9% | +31.6% |
| YTD | +15.6% | -70.2% | +85.8% | +12.9% |
| All | +19.4% | -90.3% | +109.6% | +15.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling