-3.2%
MSFU vs MSTU
-85.2%
+82.0%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MSTU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | -3.2% | -1.0% | -3.8% |
| 7D | -5.7% | +21.3% | -27.0% | -8.2% |
| 30D | +4.2% | +90.8% | -86.6% | -4.8% |
| 3M | +27.9% | -6.8% | +34.7% | +24.4% |
| 6M | +37.1% | -39.8% | +76.9% | +36.8% |
| YTD | -7.4% | -55.7% | +48.3% | -7.2% |
| 1Y | -19.6% | -92.7% | +73.1% | -6.9% |
| All | -3.2% | -85.2% | +82.0% | +4.3% |
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