+23.0%
MKSI vs MSTU
-39.0%
+62.0%
-44.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | MSTU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -5.4% | +6.4% | +1.4% |
| 7D | +6.6% | +12.9% | -6.3% | +5.0% |
| 30D | -8.2% | +68.3% | -76.6% | -13.5% |
| 3M | -16.4% | +0.4% | -16.8% | -16.5% |
| 6M | +23.0% | -41.5% | +64.5% | +25.3% |
| All | +23.0% | -39.0% | +62.0% | +25.3% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling