+10.2%
MTUM vs MSTU
-88.0%
+98.2%
-20.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MSTU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +10.3% | -12.3% | -2.6% |
| 7D | -10.1% | -4.8% | -5.3% | -9.9% |
| 30D | -15.6% | -29.6% | +14.0% | -14.2% |
| 3M | -12.7% | +69.4% | -82.1% | -17.1% |
| 6M | -3.7% | -62.2% | +58.5% | -0.2% |
| YTD | +9.4% | -61.1% | +70.5% | +8.1% |
| 1Y | +10.2% | -87.2% | +97.4% | +16.0% |
| All | +10.2% | -88.0% | +98.2% | +16.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling