+50.7%
NDAQ vs MSTU
-89.5%
+140.2%
-23.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MSTU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.4% | +1.7% | +0.3% |
| 7D | +0.8% | -4.3% | +5.1% | +0.9% |
| 30D | +16.5% | -34.6% | +51.1% | +18.2% |
| 3M | +13.5% | +39.0% | -25.5% | +10.3% |
| 6M | +20.9% | -70.5% | +91.4% | +23.9% |
| YTD | +11.4% | -68.6% | +80.0% | +11.8% |
| 1Y | +25.9% | -88.6% | +114.6% | +31.0% |
| All | +50.7% | -89.5% | +140.2% | +58.2% |
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