+10.5%
MDT vs MSTU
-90.4%
+101.0%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MSTU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -5.0% | +6.9% | +1.9% |
| 7D | +1.0% | -25.8% | +26.8% | +1.1% |
| 30D | +9.2% | -43.9% | +53.0% | +9.2% |
| 3M | +14.5% | +2.9% | +11.6% | +14.6% |
| 6M | +37.3% | -75.5% | +112.8% | +37.6% |
| YTD | +9.8% | -76.7% | +86.5% | +9.7% |
| 1Y | +10.5% | -88.9% | +99.5% | +13.4% |
| All | +10.5% | -90.4% | +101.0% | +13.4% |
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