+17.1%
MS vs MSTU
-89.7%
+106.8%
-21.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MSTU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +1.9% | -0.3% | +1.5% |
| 7D | -1.7% | -27.7% | +26.0% | +0.3% |
| 30D | +0.9% | -40.3% | +41.2% | +3.7% |
| 3M | -10.8% | +26.4% | -37.2% | -13.8% |
| 6M | +0.9% | -75.7% | +76.6% | +6.5% |
| YTD | +9.8% | -71.9% | +81.7% | +9.5% |
| 1Y | +17.1% | -89.3% | +106.3% | +24.6% |
| All | +17.1% | -89.7% | +106.8% | +24.6% |
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 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