+135.4%
MPC vs MSTU
-89.5%
+224.9%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MSTU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.4% | +0.2% | -1.2% |
| 7D | -16.2% | -4.3% | -11.9% | -16.2% |
| 30D | -15.7% | -34.6% | +18.9% | -15.1% |
| 3M | +24.9% | +39.0% | -14.1% | +22.0% |
| 6M | +52.7% | -70.5% | +123.2% | +55.5% |
| YTD | +131.9% | -68.6% | +200.5% | +131.3% |
| 1Y | +96.6% | -88.6% | +185.3% | +103.7% |
| All | +135.4% | -89.5% | +224.9% | +144.0% |
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