+130.0%
MTSI vs MSTU
-90.1%
+220.0%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MSTU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.0% | -5.1% | +14.1% | +9.5% |
| 7D | +3.5% | -9.3% | +12.8% | +4.7% |
| 30D | -30.3% | -38.3% | +8.0% | -27.1% |
| 3M | -26.0% | +24.0% | -50.0% | -29.2% |
| 6M | -36.1% | -72.1% | +36.0% | -30.8% |
| YTD | +34.3% | -70.2% | +104.5% | +37.5% |
| 1Y | +35.3% | -89.6% | +124.9% | +54.9% |
| All | +130.0% | -90.1% | +220.0% | +121.1% |
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