-5.5%
MDLZ vs MSTU
-89.5%
+84.0%
-28.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MSTU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.4% | +0.2% | -1.2% |
| 7D | +1.7% | -4.3% | +5.9% | +1.7% |
| 30D | +11.2% | -34.6% | +45.8% | +10.8% |
| 3M | +6.1% | +39.0% | -32.9% | +6.5% |
| 6M | +8.6% | -70.5% | +79.1% | +8.3% |
| YTD | +25.8% | -68.6% | +94.5% | +25.9% |
| 1Y | +21.7% | -88.6% | +110.3% | +21.4% |
| All | -5.5% | -89.5% | +84.0% | -4.5% |
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 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