+27.4%
MAR vs MSTU
-93.8%
+121.2%
-18.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MSTU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -5.4% | +6.3% | +0.9% |
| 7D | -0.5% | +12.9% | -13.4% | -0.8% |
| 30D | -4.7% | +68.3% | -73.0% | -5.8% |
| 3M | -15.6% | +0.4% | -16.0% | -16.0% |
| 6M | +1.2% | -41.5% | +42.7% | +1.0% |
| YTD | +7.5% | -61.7% | +69.2% | +6.8% |
| All | +27.4% | -93.8% | +121.2% | +40.6% |
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