+37.9%
MET vs MSTU
-92.2%
+130.1%
-22.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MSTU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -5.0% | +5.8% | +1.0% |
| 7D | +4.5% | -25.8% | +30.3% | +5.6% |
| 30D | +3.5% | -43.9% | +47.4% | +5.5% |
| 3M | +5.9% | +2.9% | +3.0% | +4.1% |
| 6M | +33.1% | -75.5% | +108.6% | +37.6% |
| YTD | +33.6% | -76.7% | +110.3% | +35.3% |
| 1Y | +32.7% | -88.9% | +121.6% | +38.5% |
| All | +37.9% | -92.2% | +130.1% | +29.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling