+9.8%
O vs MSTU
-85.2%
+95.0%
-19.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MSTU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -3.2% | +2.4% | -0.8% |
| 7D | -0.7% | +21.3% | -22.1% | -0.9% |
| 30D | -1.9% | +90.8% | -92.7% | -2.3% |
| 3M | +3.8% | -6.8% | +10.6% | +3.7% |
| 6M | -4.7% | -39.8% | +35.1% | -4.6% |
| YTD | +12.5% | -55.7% | +68.2% | +12.7% |
| 1Y | +10.8% | -92.7% | +103.5% | +12.3% |
| All | +9.8% | -85.2% | +95.0% | +17.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling