+29.2%
MET vs MSTU
-88.1%
+117.3%
-22.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MSTU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -6.8% | +7.9% | +1.4% |
| 7D | -2.5% | -22.0% | +19.5% | -1.5% |
| 30D | 0.0% | +60.3% | -60.3% | -2.6% |
| 3M | +13.1% | -3.7% | +16.8% | +11.7% |
| 6M | +39.0% | -45.2% | +84.2% | +39.1% |
| YTD | +25.2% | -64.3% | +89.5% | +25.7% |
| 1Y | +25.6% | -94.0% | +119.7% | +35.9% |
| All | +29.2% | -88.1% | +117.3% | +20.4% |
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