+117.2%
MPC vs MSTU
-88.0%
+205.2%
-19.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MSTU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.1% | +10.3% | -18.4% | -8.0% |
| 7D | -10.9% | -4.8% | -6.1% | -10.9% |
| 30D | -9.4% | -29.6% | +20.1% | -9.3% |
| 3M | +26.0% | +69.4% | -43.4% | +25.1% |
| 6M | +56.5% | -62.2% | +118.8% | +57.5% |
| YTD | +144.3% | -61.1% | +205.3% | +142.3% |
| 1Y | +117.2% | -87.2% | +204.4% | +116.7% |
| All | +117.2% | -88.0% | +205.2% | +116.7% |
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 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