+103.4%
MS vs MSTU
-90.6%
+194.0%
-29.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MSTU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +1.9% | -0.3% | +1.5% |
| 7D | -1.7% | -27.7% | +26.0% | +0.5% |
| 30D | +0.9% | -40.3% | +41.2% | +4.0% |
| 3M | -10.8% | +26.4% | -37.2% | -14.4% |
| 6M | +0.9% | -75.7% | +76.6% | +6.9% |
| YTD | +9.8% | -71.9% | +81.7% | +11.2% |
| 1Y | +17.1% | -89.3% | +106.3% | +26.4% |
| All | +103.4% | -90.6% | +194.0% | +102.0% |
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