+78.0%
MRK vs MSTU
-94.2%
+172.2%
-11.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MSTU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -6.8% | +4.9% | -1.8% |
| 7D | -5.0% | -22.0% | +17.0% | -4.7% |
| 30D | +11.0% | +60.3% | -49.3% | +9.9% |
| 3M | +22.4% | -3.7% | +26.1% | +21.7% |
| 6M | +25.4% | -45.2% | +70.6% | +25.3% |
| YTD | +39.5% | -64.3% | +103.8% | +39.5% |
| 1Y | +78.0% | -94.0% | +172.0% | +98.2% |
| All | +78.0% | -94.2% | +172.2% | +98.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling