+2.5%
MDT vs MSTU
-94.2%
+96.7%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MSTU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -6.8% | +6.5% | -0.3% |
| 7D | -1.6% | -22.0% | +20.4% | -1.6% |
| 30D | +1.0% | +60.3% | -59.3% | +0.8% |
| 3M | +15.2% | -3.7% | +18.9% | +15.0% |
| 6M | +3.7% | -45.2% | +48.9% | +3.3% |
| YTD | -3.0% | -64.3% | +61.3% | -2.9% |
| 1Y | +2.5% | -94.0% | +96.5% | +8.7% |
| All | +2.5% | -94.2% | +96.7% | +8.7% |
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