+28.7%
MRK vs MSTU
-87.7%
+116.4%
-37.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MSTU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +3.6% | -4.1% | -0.5% |
| 7D | -4.3% | -16.6% | +12.3% | -4.3% |
| 30D | +8.3% | +69.7% | -61.4% | +8.4% |
| 3M | +20.0% | -7.5% | +27.5% | +20.0% |
| 6M | +25.7% | -43.1% | +68.8% | +25.5% |
| YTD | +38.7% | -63.0% | +101.8% | +38.4% |
| 1Y | +74.7% | -93.8% | +168.5% | +72.3% |
| All | +28.7% | -87.7% | +116.4% | +31.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling