+52.6%
NDAQ vs MSTU
-92.2%
+144.8%
-23.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MSTU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -5.0% | +4.8% | +0.1% |
| 7D | +1.3% | -25.8% | +27.1% | +2.5% |
| 30D | +18.0% | -43.9% | +61.8% | +20.3% |
| 3M | +11.5% | +2.9% | +8.6% | +9.7% |
| 6M | +21.1% | -75.5% | +96.6% | +25.2% |
| YTD | +12.8% | -76.7% | +89.5% | +14.6% |
| 1Y | +25.7% | -88.9% | +114.6% | +31.0% |
| All | +52.6% | -92.2% | +144.8% | +62.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling