+820.0%
MU vs MSTU
-91.8%
+911.8%
-45.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MSTU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -12.9% | +11.3% | +0.1% |
| 7D | +21.6% | -23.0% | +44.6% | +25.5% |
| 30D | -16.2% | -47.7% | +31.5% | -9.7% |
| 3M | -12.4% | +12.5% | -24.9% | -16.9% |
| 6M | +4.2% | -76.1% | +80.3% | +16.8% |
| YTD | +180.0% | -75.5% | +255.5% | +196.3% |
| 1Y | +226.4% | -90.1% | +316.5% | +284.9% |
| All | +820.0% | -91.8% | +911.8% | +866.3% |
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