+146.0%
MKSI vs MSTU
-88.1%
+234.0%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MSTU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -6.8% | +4.5% | -1.5% |
| 7D | +4.9% | -22.0% | +26.9% | +7.9% |
| 30D | -11.0% | +60.3% | -71.3% | -17.9% |
| 3M | -17.1% | -3.7% | -13.4% | -20.1% |
| 6M | +16.4% | -45.2% | +61.6% | +17.3% |
| YTD | +64.3% | -64.3% | +128.6% | +66.8% |
| 1Y | +137.7% | -94.0% | +231.8% | +205.3% |
| All | +146.0% | -88.1% | +234.0% | +139.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling