+22.9%
MSCI vs MSTU
-92.2%
+115.1%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MSTU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -5.0% | +6.4% | +1.5% |
| 7D | +3.0% | -25.8% | +28.8% | +3.8% |
| 30D | +17.8% | -43.9% | +61.7% | +19.3% |
| 3M | +15.2% | +2.9% | +12.3% | +14.4% |
| 6M | +16.5% | -75.5% | +92.0% | +18.5% |
| YTD | +16.4% | -76.7% | +93.1% | +17.4% |
| 1Y | +16.8% | -88.9% | +105.8% | +19.6% |
| All | +22.9% | -92.2% | +115.1% | +24.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling