+21.3%
MAR vs MSTU
-76.6%
+97.9%
-18.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | MSTU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -5.0% | +4.7% | -0.2% |
| 7D | +1.6% | -25.8% | +27.4% | +2.3% |
| 30D | +13.8% | -43.9% | +57.7% | +15.1% |
| 3M | +20.3% | +2.9% | +17.4% | +20.6% |
| 6M | +21.3% | -75.5% | +96.8% | +22.2% |
| All | +21.3% | -76.6% | +97.9% | +22.2% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling