+46.0%
ON vs MSTU
-93.7%
+139.7%
-47.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MSTU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -5.4% | +5.3% | +0.4% |
| 7D | -1.9% | +12.9% | -14.8% | -3.4% |
| 30D | -11.0% | +68.3% | -79.4% | -16.7% |
| 3M | -39.3% | +0.4% | -39.7% | -40.6% |
| 6M | +19.8% | -41.5% | +61.3% | +20.5% |
| YTD | +31.1% | -61.7% | +92.8% | +34.3% |
| 1Y | +46.0% | -93.7% | +139.7% | +103.9% |
| All | +46.0% | -93.7% | +139.7% | +103.9% |
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 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