+11.8%
MDT vs MSTU
-86.5%
+98.3%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MSTU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -8.6% | +6.7% | -1.8% |
| 7D | +0.4% | +16.1% | -15.8% | +0.2% |
| 30D | +6.0% | +68.7% | -62.6% | +5.1% |
| 3M | +15.5% | -11.0% | +26.5% | +15.2% |
| 6M | +3.4% | -33.4% | +36.8% | +3.1% |
| YTD | -2.2% | -59.5% | +57.4% | -2.1% |
| 1Y | +2.6% | -93.4% | +95.9% | +5.8% |
| All | +11.8% | -86.5% | +98.3% | +10.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling