-27.6%
ORCL vs MSTU
-89.5%
+61.9%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MSTU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.4% | +2.2% | +1.0% |
| 7D | -11.2% | -4.3% | -6.9% | -10.9% |
| 30D | -18.8% | -34.6% | +15.7% | -15.7% |
| 3M | -18.8% | +39.0% | -57.8% | -23.6% |
| 6M | -39.7% | -70.5% | +30.8% | -35.8% |
| YTD | -39.6% | -68.6% | +29.0% | -38.5% |
| 1Y | -51.7% | -88.6% | +36.9% | -47.3% |
| All | -27.6% | -89.5% | +61.9% | -24.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling