-1.3%
MCD vs MSTU
-69.7%
+68.4%
-19.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | MSTU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.4% | +0.9% | -0.6% |
| 7D | +7.1% | -4.3% | +11.4% | +7.2% |
| 30D | +19.8% | -34.6% | +54.3% | +19.5% |
| 3M | +0.8% | +39.0% | -38.2% | +1.8% |
| 6M | -1.3% | -70.5% | +69.2% | -5.4% |
| All | -1.3% | -69.7% | +68.4% | -5.4% |
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 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