+9.3%
MCO vs MSTU
-88.0%
+97.3%
-23.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MSTU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | +10.3% | -5.4% | +4.5% |
| 7D | +10.7% | -4.8% | +15.5% | +10.8% |
| 30D | +17.9% | -29.6% | +47.5% | +18.9% |
| 3M | +9.5% | +69.4% | -59.9% | +6.3% |
| 6M | +18.1% | -62.2% | +80.3% | +18.3% |
| YTD | +4.1% | -61.1% | +65.2% | +3.9% |
| 1Y | +9.3% | -87.2% | +96.5% | +9.7% |
| All | +9.3% | -88.0% | +97.3% | +9.7% |
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