+82.6%
MAR vs MSTU
-90.8%
+173.4%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MSTU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -7.3% | +9.9% | +3.0% |
| 7D | +2.9% | -21.7% | +24.6% | +3.8% |
| 30D | +17.0% | -42.8% | +59.8% | +19.4% |
| 3M | +23.2% | +21.4% | +1.7% | +20.2% |
| 6M | +21.7% | -74.1% | +95.8% | +25.9% |
| YTD | +38.9% | -72.4% | +111.2% | +39.8% |
| 1Y | +48.7% | -90.1% | +138.8% | +57.9% |
| All | +82.6% | -90.8% | +173.4% | +72.6% |
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 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