+47.6%
ON vs MSTU
-88.0%
+135.5%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MSTU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +10.3% | -12.2% | -2.8% |
| 7D | -5.8% | -4.8% | -1.0% | -5.5% |
| 30D | -17.1% | -29.6% | +12.5% | -15.0% |
| 3M | -11.8% | +69.4% | -81.2% | -17.7% |
| 6M | -30.2% | -62.2% | +32.1% | -27.3% |
| YTD | +31.6% | -61.1% | +92.6% | +31.9% |
| 1Y | +47.6% | -87.2% | +134.7% | +69.7% |
| All | +47.6% | -88.0% | +135.5% | +69.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling