+0.5%
ON vs MSTU
-87.2%
+87.7%
-57.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MSTU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -5.4% | +5.3% | +0.4% |
| 7D | -1.9% | +12.9% | -14.8% | -3.5% |
| 30D | -11.0% | +68.3% | -79.4% | -16.9% |
| 3M | -39.3% | +0.4% | -39.7% | -41.1% |
| 6M | +19.8% | -41.5% | +61.3% | +20.1% |
| YTD | +31.1% | -61.7% | +92.8% | +32.4% |
| 1Y | +46.0% | -93.7% | +139.7% | +75.4% |
| All | +0.5% | -87.2% | +87.7% | -4.7% |
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 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