+23.0%
MMM vs MSTU
-88.0%
+111.0%
-18.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MSTU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.5% | +10.3% | -0.8% | +9.3% |
| 7D | +12.2% | -4.8% | +17.1% | +12.3% |
| 30D | +18.8% | -29.6% | +48.4% | +19.4% |
| 3M | +7.4% | +69.4% | -62.0% | +5.4% |
| 6M | +38.3% | -62.2% | +100.6% | +40.8% |
| YTD | +22.9% | -61.1% | +83.9% | +22.2% |
| 1Y | +23.0% | -87.2% | +110.2% | +26.8% |
| All | +23.0% | -88.0% | +111.0% | +26.8% |
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