-37.3%
MP vs MSTU
-90.8%
+53.5%
-53.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MSTU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -12.9% | +14.9% | +3.8% |
| 7D | +11.0% | -23.0% | +34.0% | +14.8% |
| 30D | -11.7% | -47.7% | +36.0% | -4.6% |
| 3M | -30.8% | +12.5% | -43.3% | -36.1% |
| 6M | -42.9% | -76.1% | +33.2% | -33.9% |
| YTD | -25.9% | -75.5% | +49.6% | -20.2% |
| 1Y | -37.3% | -90.1% | +52.8% | -24.2% |
| All | -37.3% | -90.8% | +53.5% | -24.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling