+265.1%
MU vs MSTU
-88.0%
+353.1%
-39.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MSTU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.0% | +10.3% | -17.3% | -8.1% |
| 7D | -19.1% | -4.8% | -14.3% | -18.8% |
| 30D | -25.2% | -29.6% | +4.3% | -23.1% |
| 3M | -10.9% | +69.4% | -80.3% | -18.7% |
| 6M | +38.0% | -62.2% | +100.2% | +46.9% |
| YTD | +178.8% | -61.1% | +239.9% | +181.0% |
| 1Y | +265.1% | -87.2% | +352.3% | +319.6% |
| All | +265.1% | -88.0% | +353.1% | +319.6% |
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