+44.2%
MMM vs MSTU
-89.5%
+133.7%
-18.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MSTU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.4% | 0.0% | -1.3% |
| 7D | +6.2% | -4.3% | +10.5% | +6.3% |
| 30D | +14.2% | -34.6% | +48.8% | +15.5% |
| 3M | +2.9% | +39.0% | -36.1% | +0.5% |
| 6M | +27.6% | -70.5% | +98.1% | +30.7% |
| YTD | +17.3% | -68.6% | +85.9% | +17.5% |
| 1Y | +15.1% | -88.6% | +103.7% | +19.7% |
| All | +44.2% | -89.5% | +133.7% | +41.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling