+111.0%
MTSI vs MSTU
-89.5%
+200.5%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MSTU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.8% | -1.4% | +12.3% | +11.0% |
| 7D | -10.0% | -4.3% | -5.7% | -9.4% |
| 30D | -37.2% | -34.6% | -2.6% | -34.6% |
| 3M | -30.1% | +39.0% | -69.1% | -33.8% |
| 6M | -31.9% | -70.5% | +38.6% | -26.7% |
| YTD | +23.2% | -68.6% | +91.8% | +25.6% |
| 1Y | +26.4% | -88.6% | +115.0% | +43.4% |
| All | +111.0% | -89.5% | +200.5% | +101.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling