+146.0%
MPC vs MSTU
-90.8%
+236.8%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MSTU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -7.3% | +7.2% | +0.1% |
| 7D | -8.8% | -21.7% | +12.9% | -8.4% |
| 30D | -14.4% | -42.8% | +28.4% | -13.5% |
| 3M | +21.9% | +21.4% | +0.5% | +19.5% |
| 6M | +60.1% | -74.1% | +134.2% | +63.6% |
| YTD | +142.3% | -72.4% | +214.7% | +142.3% |
| 1Y | +101.7% | -90.1% | +191.8% | +109.6% |
| All | +146.0% | -90.8% | +236.8% | +155.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling