+33.7%
MA vs MSTU
-91.8%
+125.5%
-20.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MSTU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -12.9% | +11.7% | -1.0% |
| 7D | -0.5% | -23.0% | +22.5% | -0.1% |
| 30D | +7.9% | -47.7% | +55.6% | +8.9% |
| 3M | +16.8% | +12.5% | +4.3% | +15.7% |
| 6M | +31.0% | -76.1% | +107.1% | +32.9% |
| YTD | +15.0% | -75.5% | +90.5% | +15.5% |
| 1Y | +17.0% | -90.1% | +107.1% | +20.1% |
| All | +33.7% | -91.8% | +125.5% | +36.9% |
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