-2.7%
MSI vs MSTU
-93.7%
+91.0%
-25.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MSTU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -5.4% | +4.8% | -0.7% |
| 7D | -4.0% | +12.9% | -16.9% | -3.9% |
| 30D | -0.5% | +68.3% | -68.8% | -0.5% |
| 3M | +11.4% | +0.4% | +11.0% | +11.3% |
| 6M | +1.0% | -41.5% | +42.5% | +0.3% |
| YTD | +20.7% | -61.7% | +82.4% | +19.6% |
| 1Y | -2.7% | -93.7% | +91.0% | -5.7% |
| All | -2.7% | -93.7% | +91.0% | -5.7% |
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