-28.0%
ORCL vs MSTU
-92.8%
+64.8%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MSTU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -3.2% | +6.2% | +3.5% |
| 7D | +5.3% | +21.3% | -16.1% | +1.9% |
| 30D | +10.0% | +90.8% | -80.9% | -1.4% |
| 3M | -32.6% | -6.8% | -25.8% | -34.4% |
| 6M | +4.9% | -39.8% | +44.8% | +5.6% |
| YTD | -17.8% | -55.7% | +37.9% | -17.6% |
| 1Y | -28.0% | -92.7% | +64.7% | -11.8% |
| All | -28.0% | -92.8% | +64.8% | -11.8% |
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