-2.2%
MCD vs MSTU
-92.2%
+90.0%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MSTU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -5.0% | +4.4% | -0.6% |
| 7D | -1.6% | -25.8% | +24.2% | -1.6% |
| 30D | +14.1% | -43.9% | +58.0% | +14.2% |
| 3M | +0.6% | +2.9% | -2.3% | +0.6% |
| 6M | 0.0% | -75.5% | +75.5% | +0.1% |
| YTD | -9.3% | -76.7% | +67.5% | -9.3% |
| 1Y | -9.3% | -88.9% | +79.6% | -9.3% |
| All | -2.2% | -92.2% | +90.0% | -3.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling