+6.8%
O vs MSTU
-88.1%
+94.9%
-19.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | MSTU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -6.8% | +5.9% | -0.9% |
| 7D | -3.5% | -22.0% | +18.5% | -3.4% |
| 30D | -3.3% | +60.3% | -63.6% | -3.6% |
| 3M | -2.8% | -3.7% | +0.9% | -3.0% |
| 6M | -5.8% | -45.2% | +39.4% | -5.6% |
| YTD | +9.4% | -64.3% | +73.7% | +9.7% |
| 1Y | +5.7% | -94.0% | +99.7% | +7.2% |
| All | +6.8% | -88.1% | +94.9% | +14.8% |
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 2016-09-10 to 2026-09-10: 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling