+9.0%
MSFT vs MSTU
-88.0%
+96.9%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MSTU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.7% | +10.3% | -3.7% | +6.0% |
| 7D | +4.7% | -4.8% | +9.5% | +4.9% |
| 30D | +5.8% | -29.6% | +35.4% | +7.7% |
| 3M | +13.0% | +69.4% | -56.4% | +6.4% |
| 6M | +34.9% | -62.2% | +97.2% | +38.8% |
| YTD | +15.7% | -61.1% | +76.7% | +15.1% |
| 1Y | +9.0% | -87.2% | +96.1% | +10.9% |
| All | +9.0% | -88.0% | +96.9% | +10.9% |
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