-8.1%
MCD vs MSTU
-85.2%
+77.1%
-23.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MSTU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -3.2% | +1.6% | -1.5% |
| 7D | -2.8% | +21.3% | -24.2% | -2.8% |
| 30D | -6.0% | +90.8% | -96.8% | -6.0% |
| 3M | -5.6% | -6.8% | +1.2% | -5.6% |
| 6M | -21.9% | -39.8% | +18.0% | -21.9% |
| YTD | -14.7% | -55.7% | +41.0% | -14.8% |
| 1Y | -17.3% | -92.7% | +75.4% | -17.1% |
| All | -8.1% | -85.2% | +77.1% | -9.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling