+34.5%
MRK vs MSTU
-85.2%
+119.7%
-37.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MSTU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -3.2% | +1.8% | -1.3% |
| 7D | +1.3% | +21.3% | -20.0% | +1.4% |
| 30D | +17.1% | +90.8% | -73.7% | +17.3% |
| 3M | +25.9% | -6.8% | +32.7% | +25.8% |
| 6M | +26.8% | -39.8% | +66.6% | +26.6% |
| YTD | +44.9% | -55.7% | +100.6% | +44.6% |
| 1Y | +84.8% | -92.7% | +177.5% | +82.3% |
| All | +34.5% | -85.2% | +119.7% | +37.6% |
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