-5.0%
MCD vs MSTU
-90.0%
+85.0%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MSTU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.4% | +0.9% | -0.5% |
| 7D | +7.1% | -4.3% | +11.4% | +7.2% |
| 30D | +19.8% | -34.6% | +54.3% | +19.6% |
| 3M | +0.8% | +39.0% | -38.2% | +1.1% |
| 6M | -1.3% | -70.5% | +69.2% | -1.4% |
| YTD | -7.8% | -68.6% | +60.9% | -8.2% |
| 1Y | -5.0% | -88.6% | +83.7% | -6.7% |
| All | -5.0% | -90.0% | +85.0% | -6.7% |
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