-49.5%
ORCL vs MSTU
-88.0%
+38.5%
-53.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MSTU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +10.3% | -12.3% | -3.4% |
| 7D | -14.4% | -4.8% | -9.6% | -14.0% |
| 30D | -12.8% | -29.6% | +16.7% | -9.5% |
| 3M | -14.8% | +69.4% | -84.2% | -24.0% |
| 6M | -30.9% | -62.2% | +31.4% | -26.1% |
| YTD | -35.7% | -61.1% | +25.4% | -36.2% |
| 1Y | -49.5% | -87.2% | +37.7% | -43.1% |
| All | -49.5% | -88.0% | +38.5% | -43.1% |
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