+151.1%
MKSI vs MSTU
-87.7%
+238.8%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MSTU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +3.6% | -1.5% | +1.7% |
| 7D | +2.7% | -16.6% | +19.3% | +4.8% |
| 30D | -12.8% | +69.7% | -82.5% | -20.2% |
| 3M | -22.5% | -7.5% | -15.0% | -25.0% |
| 6M | +19.4% | -43.1% | +62.5% | +19.8% |
| YTD | +67.7% | -63.0% | +130.8% | +69.6% |
| 1Y | +131.4% | -93.8% | +225.2% | +195.8% |
| All | +151.1% | -87.7% | +238.8% | +143.1% |
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