+15.3%
META vs MSTU
-85.2%
+100.5%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MSTU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -3.2% | +4.2% | +1.2% |
| 7D | +6.7% | +21.3% | -14.6% | +5.1% |
| 30D | +4.8% | +90.8% | -86.1% | -0.2% |
| 3M | -1.6% | -6.8% | +5.1% | -3.3% |
| 6M | -7.5% | -39.8% | +32.4% | -8.0% |
| YTD | -6.4% | -55.7% | +49.3% | -7.2% |
| 1Y | -17.3% | -92.7% | +75.3% | -7.3% |
| All | +15.3% | -85.2% | +100.5% | +18.0% |
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 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