+145.6%
MPC vs MSTU
-85.2%
+230.8%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MSTU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -3.2% | +3.5% | +0.4% |
| 7D | +5.4% | +21.3% | -15.9% | +4.7% |
| 30D | +31.0% | +90.8% | -59.8% | +27.8% |
| 3M | +46.0% | -6.8% | +52.8% | +44.9% |
| 6M | +77.3% | -39.8% | +117.1% | +76.8% |
| YTD | +141.9% | -55.7% | +197.6% | +140.8% |
| 1Y | +120.9% | -92.7% | +213.6% | +134.8% |
| All | +145.6% | -85.2% | +230.8% | +154.1% |
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