+154.4%
MPC vs MSTU
-90.6%
+245.0%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MSTU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | +1.9% | +1.5% | +3.4% |
| 7D | +2.6% | -27.7% | +30.3% | +3.3% |
| 30D | -12.2% | -40.3% | +28.1% | -11.4% |
| 3M | +20.1% | +26.4% | -6.3% | +17.6% |
| 6M | +60.6% | -75.7% | +136.3% | +64.5% |
| YTD | +150.6% | -71.9% | +222.4% | +150.5% |
| 1Y | +104.7% | -89.3% | +193.9% | +112.0% |
| All | +154.4% | -90.6% | +245.0% | +164.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling