+99.7%
MS vs MSTU
-90.1%
+189.7%
-29.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MSTU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -5.1% | +8.2% | +3.5% |
| 7D | +0.7% | -9.3% | +10.0% | +1.4% |
| 30D | -0.9% | -38.3% | +37.4% | +1.9% |
| 3M | -13.0% | +24.0% | -37.0% | -16.3% |
| 6M | -2.0% | -72.1% | +70.1% | +2.8% |
| YTD | +7.8% | -70.2% | +78.0% | +8.7% |
| 1Y | +17.9% | -89.6% | +107.5% | +27.5% |
| All | +99.7% | -90.1% | +189.7% | +97.6% |
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 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