+16.5%
MSFT vs MSTU
-86.5%
+102.9%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MSTU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -8.6% | +7.5% | -0.7% |
| 7D | -1.4% | +16.1% | -17.6% | -2.5% |
| 30D | -1.0% | +68.7% | -69.7% | -4.8% |
| 3M | +20.2% | -11.0% | +31.2% | +18.7% |
| 6M | +21.3% | -33.4% | +54.6% | +20.3% |
| YTD | +2.8% | -59.5% | +62.3% | +2.9% |
| 1Y | 0.0% | -93.4% | +93.3% | +7.7% |
| All | +16.5% | -86.5% | +102.9% | +20.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling