+10.1%
MDB vs MSTU
-93.3%
+103.4%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MSTU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -8.6% | +5.2% | -2.5% |
| 7D | -18.0% | +16.1% | -34.2% | -19.8% |
| 30D | -10.7% | +68.7% | -79.4% | -17.2% |
| 3M | +1.0% | -11.0% | +12.0% | -1.6% |
| 6M | +31.6% | -33.4% | +65.0% | +27.3% |
| YTD | -15.2% | -59.5% | +44.3% | -15.9% |
| 1Y | +10.1% | -93.4% | +103.5% | +29.2% |
| All | +10.1% | -93.3% | +103.4% | +29.2% |
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