-50.4%
ORCL vs MSTU
-91.0%
+40.6%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MSTU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -7.3% | +5.8% | -0.5% |
| 7D | -6.5% | -21.7% | +15.2% | -3.5% |
| 30D | -16.6% | -42.8% | +26.2% | -10.7% |
| 3M | -21.6% | +21.4% | -43.0% | -26.9% |
| 6M | -39.4% | -74.1% | +34.7% | -31.8% |
| YTD | -38.7% | -72.4% | +33.7% | -36.4% |
| 1Y | -50.4% | -90.1% | +39.7% | -42.1% |
| All | -50.4% | -91.0% | +40.6% | -42.1% |
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