+29.4%
MRK vs MSTU
-88.1%
+117.5%
-37.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MSTU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -6.8% | +4.9% | -1.9% |
| 7D | -5.0% | -22.0% | +17.0% | -5.1% |
| 30D | +11.0% | +60.3% | -49.3% | +11.1% |
| 3M | +22.4% | -3.7% | +26.1% | +22.4% |
| 6M | +25.4% | -45.2% | +70.6% | +25.3% |
| YTD | +39.5% | -64.3% | +103.8% | +39.1% |
| 1Y | +78.0% | -94.0% | +172.0% | +75.5% |
| All | +29.4% | -88.1% | +117.5% | +32.4% |
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