+796.8%
MU vs MSTU
-92.2%
+889.0%
-45.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MSTU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -5.0% | +2.5% | -1.9% |
| 7D | +12.8% | -25.8% | +38.6% | +17.0% |
| 30D | -14.9% | -43.9% | +29.0% | -9.0% |
| 3M | -18.0% | +2.9% | -20.9% | -21.4% |
| 6M | -3.1% | -75.5% | +72.4% | +8.3% |
| YTD | +172.9% | -76.7% | +249.6% | +190.7% |
| 1Y | +228.8% | -88.9% | +317.8% | +282.3% |
| All | +796.8% | -92.2% | +889.0% | +848.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling