+3.2%
MSFU vs MSTU
-92.2%
+95.4%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MSTU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -5.0% | +5.4% | +0.9% |
| 7D | -2.8% | -25.8% | +23.0% | +0.4% |
| 30D | -5.3% | -43.9% | +38.5% | +0.3% |
| 3M | +7.2% | +2.9% | +4.4% | +3.1% |
| 6M | +51.0% | -75.5% | +126.5% | +65.7% |
| YTD | -1.2% | -76.7% | +75.5% | +4.3% |
| 1Y | -10.3% | -88.9% | +78.6% | +0.5% |
| All | +3.2% | -92.2% | +95.4% | +17.2% |
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