+28.1%
MMM vs MSTU
-87.2%
+115.3%
-18.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MSTU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -5.4% | +3.6% | -1.7% |
| 7D | -2.6% | +12.9% | -15.5% | -3.2% |
| 30D | -9.3% | +68.3% | -77.6% | -11.4% |
| 3M | +5.6% | +0.4% | +5.2% | +4.4% |
| 6M | +9.5% | -41.5% | +51.0% | +9.2% |
| YTD | +4.1% | -61.7% | +65.8% | +4.2% |
| 1Y | +9.4% | -93.7% | +103.0% | +16.9% |
| All | +28.1% | -87.2% | +115.3% | +25.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling