+21.3%
MDB vs MSTU
-91.8%
+113.1%
-58.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MSTU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -12.9% | +13.4% | +1.8% |
| 7D | +11.6% | -23.0% | +34.5% | +14.2% |
| 30D | -8.9% | -47.7% | +38.8% | -3.6% |
| 3M | -22.4% | +12.5% | -34.9% | -24.9% |
| 6M | +10.1% | -76.1% | +86.1% | +18.8% |
| YTD | -19.0% | -75.5% | +56.5% | -16.3% |
| 1Y | -7.0% | -90.1% | +83.1% | +2.4% |
| All | +21.3% | -91.8% | +113.1% | +26.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling