-14.3%
MSFU vs MSTU
-89.5%
+75.2%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MSTU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.8% | +1.9% | -6.6% | -5.0% |
| 7D | -12.7% | -27.7% | +15.1% | -8.7% |
| 30D | -9.0% | -40.3% | +31.3% | -3.2% |
| 3M | +2.9% | +26.4% | -23.5% | -5.0% |
| 6M | +43.5% | -75.7% | +119.3% | +62.7% |
| YTD | -2.4% | -71.9% | +69.4% | +2.7% |
| All | -14.3% | -89.5% | +75.2% | -5.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling