+25.7%
MSFT vs MSTU
-90.8%
+116.5%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MSTU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -7.3% | +5.1% | -1.8% |
| 7D | +2.3% | -21.7% | +24.1% | +3.7% |
| 30D | -0.4% | -42.8% | +42.4% | +2.3% |
| 3M | +5.6% | +21.4% | -15.9% | +2.4% |
| 6M | +29.0% | -74.1% | +103.1% | +34.3% |
| YTD | +10.9% | -72.4% | +83.3% | +12.3% |
| 1Y | +6.2% | -90.1% | +96.3% | +12.2% |
| All | +25.7% | -90.8% | +116.5% | +31.3% |
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