+189.8%
MU vs MSTU
-90.3%
+280.0%
-45.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MSTU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | -5.1% | +11.3% | +6.8% |
| 7D | -12.0% | -9.3% | -2.8% | -10.9% |
| 30D | -28.7% | -38.3% | +9.5% | -25.1% |
| 3M | -16.4% | +24.0% | -40.5% | -20.8% |
| 6M | -1.8% | -72.1% | +70.3% | +8.2% |
| YTD | +157.1% | -70.2% | +227.3% | +166.3% |
| All | +189.8% | -90.3% | +280.0% | +233.1% |
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 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