+14.8%
MSCI vs MSTU
-89.7%
+104.5%
-18.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MSTU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.9% | -1.2% | +0.7% |
| 7D | -1.9% | -27.7% | +25.8% | -0.9% |
| 30D | +16.5% | -40.3% | +56.7% | +17.9% |
| 3M | +18.2% | +26.4% | -8.2% | +17.1% |
| 6M | +14.0% | -75.7% | +89.7% | +15.2% |
| YTD | +16.6% | -71.9% | +88.5% | +17.6% |
| 1Y | +14.8% | -89.3% | +104.1% | +13.7% |
| All | +14.8% | -89.7% | +104.5% | +13.7% |
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