+23.4%
MSI vs MSTU
-90.8%
+114.2%
-27.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MSTU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -7.3% | +7.2% | -0.1% |
| 7D | +7.4% | -21.7% | +29.1% | +7.6% |
| 30D | +18.7% | -42.8% | +61.5% | +19.1% |
| 3M | +14.5% | +21.4% | -7.0% | +13.8% |
| 6M | +38.1% | -74.1% | +112.2% | +39.1% |
| YTD | +38.7% | -72.4% | +111.1% | +38.6% |
| 1Y | +35.4% | -90.1% | +125.5% | +37.0% |
| All | +23.4% | -90.8% | +114.2% | +28.1% |
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