-31.5%
ORCL vs MSTU
-77.7%
+46.3%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | MSTU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -12.9% | +11.9% | +0.8% |
| 7D | +10.4% | -23.0% | +33.4% | +14.2% |
| 30D | -11.2% | -47.7% | +36.5% | -4.1% |
| 3M | -16.8% | +12.5% | -29.3% | -21.2% |
| 6M | -31.5% | -76.1% | +44.6% | -8.3% |
| All | -31.5% | -77.7% | +46.3% | -8.3% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling