+73.6%
MCK vs MSTU
-88.1%
+161.7%
-27.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MSTU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -6.8% | +5.6% | -1.4% |
| 7D | -4.4% | -22.0% | +17.6% | -4.9% |
| 30D | -2.2% | +60.3% | -62.5% | -0.9% |
| 3M | +11.6% | -3.7% | +15.3% | +12.5% |
| 6M | -4.9% | -45.2% | +40.2% | -4.7% |
| YTD | +7.7% | -64.3% | +72.0% | +8.4% |
| 1Y | +25.2% | -94.0% | +119.2% | +25.0% |
| All | +73.6% | -88.1% | +161.7% | +73.8% |
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