+11.2%
MDT vs MSTU
-87.2%
+98.4%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MSTU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -5.4% | +4.9% | -0.5% |
| 7D | -0.3% | +12.9% | -13.2% | -0.5% |
| 30D | +2.8% | +68.3% | -65.6% | +1.9% |
| 3M | +13.1% | +0.4% | +12.7% | +12.6% |
| 6M | +2.3% | -41.5% | +43.9% | +2.2% |
| YTD | -2.7% | -61.7% | +59.0% | -2.6% |
| 1Y | +0.9% | -93.7% | +94.5% | +4.1% |
| All | +11.2% | -87.2% | +98.4% | +10.0% |
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