+5.3%
ON vs MSTU
-85.2%
+90.5%
-57.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MSTU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -3.2% | +4.2% | +1.3% |
| 7D | +2.4% | +21.3% | -18.9% | -0.1% |
| 30D | -3.3% | +90.8% | -94.1% | -10.8% |
| 3M | -43.6% | -6.8% | -36.8% | -44.8% |
| 6M | +19.0% | -39.8% | +58.8% | +18.8% |
| YTD | +37.4% | -55.7% | +93.0% | +36.8% |
| 1Y | +54.8% | -92.7% | +147.4% | +83.3% |
| All | +5.3% | -85.2% | +90.5% | -1.5% |
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