-87.2%
MSTU vs TDY
+22.9%
-110.1%
-94.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.3% | -4.8% | +15.1% | +16.3% |
| 7D | -4.8% | -5.0% | +0.2% | +1.3% |
| 30D | -29.6% | +2.0% | -31.6% | -31.5% |
| 3M | +69.4% | -7.7% | +77.1% | +86.2% |
| 6M | -62.2% | -0.9% | -61.4% | -63.7% |
| YTD | -61.1% | +23.7% | -84.8% | -76.1% |
| 1Y | -87.2% | +23.6% | -110.8% | -92.0% |
| All | -87.2% | +22.9% | -110.1% | -92.0% |
Cumulative growth
Daily Returns
Daily percentage return beside TDY.
Daily Out/Under-Performance
Portfolio return minus TDY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TDY 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 TDY 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