+17.8%
MSFT vs MSTU
-85.2%
+103.0%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MSTU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -3.2% | +1.1% | -1.9% |
| 7D | -2.7% | +21.3% | -24.0% | -4.0% |
| 30D | +2.7% | +90.8% | -88.1% | -1.9% |
| 3M | +17.0% | -6.8% | +23.7% | +15.2% |
| 6M | +23.8% | -39.8% | +63.6% | +23.4% |
| YTD | +4.0% | -55.7% | +59.7% | +3.5% |
| 1Y | -0.8% | -92.7% | +91.8% | +6.3% |
| All | +17.8% | -85.2% | +103.0% | +21.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling