+18.5%
MA vs MSTU
-85.2%
+103.7%
-20.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MSTU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -3.2% | +2.1% | -1.1% |
| 7D | -2.7% | +21.3% | -24.0% | -3.1% |
| 30D | +1.5% | +90.8% | -89.3% | +0.1% |
| 3M | +20.4% | -6.8% | +27.2% | +19.7% |
| 6M | +11.1% | -39.8% | +51.0% | +10.8% |
| YTD | +2.0% | -55.7% | +57.6% | +1.6% |
| 1Y | -2.2% | -92.7% | +90.5% | +1.9% |
| All | +18.5% | -85.2% | +103.7% | +20.5% |
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