-93.8%
MSTU vs TDY
+10.5%
-104.3%
-97.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +1.2% | +2.4% | +1.9% |
| 7D | -16.6% | -1.1% | -15.5% | -15.1% |
| 30D | +69.7% | -12.0% | +81.8% | +101.7% |
| 3M | -7.5% | -3.2% | -4.3% | -8.3% |
| 6M | -43.1% | -7.9% | -35.2% | -37.7% |
| YTD | -63.0% | +18.2% | -81.3% | -75.7% |
| 1Y | -93.8% | +6.7% | -100.4% | -94.6% |
| All | -93.8% | +10.5% | -104.3% | -94.6% |
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