-21.0%
MDLN vs MSTU
-71.5%
+50.5%
-35.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MSTU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -6.8% | +1.9% | -4.7% |
| 7D | -11.5% | -22.0% | +10.5% | -11.0% |
| 30D | -7.6% | +60.3% | -67.9% | -8.5% |
| 3M | -11.4% | -3.7% | -7.6% | -11.7% |
| 6M | -24.5% | -45.2% | +20.7% | -23.8% |
| YTD | -22.9% | -64.3% | +41.4% | -21.6% |
| All | -21.0% | -71.5% | +50.5% | -18.8% |
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