+33.7%
MA vs MSTU
-89.5%
+123.2%
-20.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MSTU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.4% | +0.9% | -0.5% |
| 7D | +2.3% | -4.3% | +6.6% | +2.4% |
| 30D | +14.7% | -34.6% | +49.2% | +15.3% |
| 3M | +13.5% | +39.0% | -25.5% | +12.1% |
| 6M | +33.1% | -70.5% | +103.6% | +34.5% |
| YTD | +15.1% | -68.6% | +83.7% | +15.0% |
| 1Y | +18.7% | -88.6% | +107.4% | +21.7% |
| All | +33.7% | -89.5% | +123.2% | +36.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling