+31.6%
MDB vs MSTU
-85.2%
+116.8%
-58.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MSTU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -3.2% | -0.9% | -3.8% |
| 7D | -17.4% | +21.3% | -38.8% | -19.2% |
| 30D | -2.0% | +90.8% | -92.8% | -8.7% |
| 3M | -3.0% | -6.8% | +3.8% | -5.3% |
| 6M | +48.7% | -39.8% | +88.5% | +47.1% |
| YTD | -12.1% | -55.7% | +43.5% | -13.1% |
| 1Y | +14.5% | -92.7% | +107.2% | +27.7% |
| All | +31.6% | -85.2% | +116.8% | +31.1% |
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