+30.5%
MMM vs MSTU
-86.5%
+117.0%
-18.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MSTU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -8.6% | +8.0% | -0.3% |
| 7D | -1.6% | +16.1% | -17.7% | -2.3% |
| 30D | -8.0% | +68.7% | -76.7% | -10.2% |
| 3M | +9.4% | -11.0% | +20.4% | +8.6% |
| 6M | +10.2% | -33.4% | +43.6% | +9.5% |
| YTD | +6.1% | -59.5% | +65.6% | +6.0% |
| 1Y | +10.8% | -93.4% | +104.1% | +18.3% |
| All | +30.5% | -86.5% | +117.0% | +27.9% |
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