+11.9%
MSFU vs MSTU
-90.1%
+102.0%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MSTU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | -5.1% | +10.5% | +6.0% |
| 7D | +14.6% | -9.3% | +23.9% | +15.9% |
| 30D | +2.1% | -38.3% | +40.4% | +7.0% |
| 3M | +14.7% | +24.0% | -9.4% | +8.1% |
| 6M | +55.7% | -72.1% | +127.7% | +68.2% |
| YTD | +7.1% | -70.2% | +77.3% | +10.2% |
| 1Y | -0.5% | -89.6% | +89.1% | +11.6% |
| All | +11.9% | -90.1% | +102.0% | +23.8% |
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