+25.1%
MSFT vs MSTU
-89.5%
+114.6%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MSTU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.4% | +0.4% | -0.9% |
| 7D | +1.7% | -4.3% | +5.9% | +1.9% |
| 30D | +0.2% | -34.6% | +34.7% | +2.1% |
| 3M | +6.4% | +39.0% | -32.7% | +2.4% |
| 6M | +28.7% | -70.5% | +99.2% | +33.0% |
| YTD | +10.4% | -68.6% | +79.0% | +11.0% |
| 1Y | +7.6% | -88.6% | +96.3% | +12.8% |
| All | +25.1% | -89.5% | +114.6% | +29.7% |
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 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