+31.3%
MMM vs MSTU
-85.2%
+116.5%
-18.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MSTU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -3.2% | +3.3% | +0.3% |
| 7D | -3.3% | +21.3% | -24.6% | -4.1% |
| 30D | -7.0% | +90.8% | -97.8% | -9.6% |
| 3M | +10.8% | -6.8% | +17.6% | +9.8% |
| 6M | +5.8% | -39.8% | +45.6% | +5.5% |
| YTD | +6.8% | -55.7% | +62.5% | +6.4% |
| 1Y | +10.4% | -92.7% | +103.0% | +17.4% |
| All | +31.3% | -85.2% | +116.5% | +28.3% |
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