-20.7%
MDLN vs MSTU
-70.4%
+49.8%
-35.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MSTU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +3.6% | -3.1% | +0.4% |
| 7D | -11.1% | -16.6% | +5.5% | -10.8% |
| 30D | -8.4% | +69.7% | -78.1% | -9.4% |
| 3M | -12.4% | -7.5% | -4.9% | -12.7% |
| 6M | -23.3% | -43.1% | +19.9% | -22.6% |
| YTD | -22.5% | -63.0% | +40.5% | -21.3% |
| All | -20.7% | -70.4% | +49.8% | -18.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling