+56.9%
MTUM vs MSTU
-88.1%
+145.0%
-21.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MSTU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -6.8% | +4.8% | -1.6% |
| 7D | +1.2% | -22.0% | +23.3% | +2.7% |
| 30D | -1.7% | +60.3% | -62.0% | -5.5% |
| 3M | -0.5% | -3.7% | +3.2% | -2.2% |
| 6M | +22.3% | -45.2% | +67.5% | +22.8% |
| YTD | +21.4% | -64.3% | +85.7% | +22.3% |
| 1Y | +20.0% | -94.0% | +114.0% | +32.7% |
| All | +56.9% | -88.1% | +145.0% | +62.5% |
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