+27.5%
MET vs MSTU
-86.5%
+114.0%
-22.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MSTU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -8.6% | +6.5% | -1.8% |
| 7D | +1.1% | +16.1% | -15.0% | +0.3% |
| 30D | -2.3% | +68.7% | -71.0% | -5.0% |
| 3M | +13.9% | -11.0% | +24.9% | +12.9% |
| 6M | +34.8% | -33.4% | +68.2% | +33.8% |
| YTD | +23.5% | -59.5% | +83.1% | +23.4% |
| 1Y | +23.4% | -93.4% | +116.8% | +33.0% |
| All | +27.5% | -86.5% | +114.0% | +18.2% |
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