-12.4%
MDB vs MSTU
-90.3%
+77.8%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MSTU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | -5.1% | +9.7% | +5.3% |
| 7D | -0.9% | -9.3% | +8.4% | +0.1% |
| 30D | -15.2% | -38.3% | +23.1% | -10.4% |
| 3M | -17.9% | +24.0% | -42.0% | -22.1% |
| 6M | +9.3% | -72.1% | +81.4% | +18.2% |
| YTD | -22.0% | -70.2% | +48.2% | -20.9% |
| All | -12.4% | -90.3% | +77.8% | +14.4% |
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