+130.9%
MS vs MSTU
-85.2%
+216.1%
-29.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MSTU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -3.2% | +3.4% | +0.5% |
| 7D | +1.4% | +21.3% | -20.0% | -0.4% |
| 30D | -0.3% | +90.8% | -91.1% | -5.8% |
| 3M | +0.3% | -6.8% | +7.1% | -1.7% |
| 6M | +31.3% | -39.8% | +71.2% | +30.7% |
| YTD | +24.7% | -55.7% | +80.3% | +23.8% |
| 1Y | +47.9% | -92.7% | +140.6% | +65.2% |
| All | +130.9% | -85.2% | +216.1% | +125.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling