-3.9%
MSFU vs MSTU
-90.3%
+86.4%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MSTU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | -5.1% | +10.5% | +6.2% |
| 7D | +14.6% | -9.3% | +23.9% | +16.2% |
| 30D | +2.1% | -38.3% | +40.4% | +8.1% |
| 3M | +14.7% | +24.0% | -9.4% | +6.2% |
| 6M | +55.7% | -72.1% | +127.7% | +72.6% |
| YTD | +7.1% | -70.2% | +77.3% | +11.7% |
| All | -3.9% | -90.3% | +86.4% | +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