+46.9%
MMM vs MSTU
-90.1%
+137.0%
-18.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MSTU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -5.1% | +7.0% | +2.1% |
| 7D | +5.8% | -9.3% | +15.1% | +6.1% |
| 30D | +17.9% | -38.3% | +56.2% | +19.5% |
| 3M | +3.6% | +24.0% | -20.5% | +1.6% |
| 6M | +32.9% | -72.1% | +105.0% | +36.5% |
| YTD | +19.5% | -70.2% | +89.7% | +19.9% |
| 1Y | +16.5% | -89.6% | +106.1% | +21.6% |
| All | +46.9% | -90.1% | +137.0% | +44.7% |
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 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