+42.7%
MKSI vs MSTU
-88.0%
+130.7%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MSTU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.0% | +10.3% | -15.3% | -5.8% |
| 7D | -10.7% | -4.8% | -5.8% | -10.4% |
| 30D | -30.5% | -29.6% | -0.9% | -28.9% |
| 3M | -39.2% | +69.4% | -108.6% | -42.6% |
| 6M | -33.0% | -62.2% | +29.2% | -29.4% |
| YTD | +22.3% | -61.1% | +83.4% | +18.3% |
| 1Y | +42.7% | -87.2% | +129.8% | +45.8% |
| All | +42.7% | -88.0% | +130.7% | +45.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling