+14.0%
MDT vs MSTU
-85.2%
+99.2%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MSTU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -3.2% | +4.3% | +1.2% |
| 7D | +3.2% | +21.3% | -18.1% | +2.9% |
| 30D | +9.5% | +90.8% | -81.3% | +8.5% |
| 3M | +16.0% | -6.8% | +22.7% | +15.6% |
| 6M | +0.2% | -39.8% | +40.0% | +0.1% |
| YTD | -0.3% | -55.7% | +55.4% | -0.3% |
| 1Y | +4.7% | -92.7% | +97.4% | +7.9% |
| All | +14.0% | -85.2% | +99.2% | +12.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling