-92.7%
MSTU vs TDY
+11.8%
-104.4%
-97.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +0.5% | -3.6% | -3.8% |
| 7D | +21.3% | -1.8% | +23.1% | +24.3% |
| 30D | +90.8% | -10.7% | +101.5% | +120.8% |
| 3M | -6.8% | -1.3% | -5.5% | -10.1% |
| 6M | -39.8% | -10.6% | -29.3% | -29.7% |
| YTD | -55.7% | +19.6% | -75.2% | -70.5% |
| 1Y | -92.7% | +11.6% | -104.3% | -93.7% |
| All | -92.7% | +11.8% | -104.4% | -93.7% |
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