+286.2%
MP vs MSTU
-85.2%
+371.4%
-61.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MSTU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -3.2% | +4.6% | +1.8% |
| 7D | -2.9% | +21.3% | -24.2% | -5.9% |
| 30D | +13.8% | +90.8% | -77.0% | +3.1% |
| 3M | -16.7% | -6.8% | -9.9% | -19.3% |
| 6M | -11.5% | -39.8% | +28.3% | -11.6% |
| YTD | +7.9% | -55.7% | +63.6% | +8.0% |
| 1Y | -15.0% | -92.7% | +77.6% | -0.7% |
| All | +286.2% | -85.2% | +371.4% | +234.1% |
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