+22.9%
MCK vs MSTU
-93.8%
+116.8%
-27.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MSTU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +3.6% | -3.5% | +0.2% |
| 7D | -2.9% | -16.6% | +13.7% | -3.7% |
| 30D | +0.4% | +69.7% | -69.3% | +4.0% |
| 3M | +12.1% | -7.5% | +19.6% | +13.7% |
| 6M | -5.4% | -43.1% | +37.7% | -5.3% |
| YTD | +7.8% | -63.0% | +70.8% | +8.7% |
| 1Y | +22.9% | -93.8% | +116.7% | +17.7% |
| All | +22.9% | -93.8% | +116.8% | +17.7% |
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