+20.3%
RF vs MSTU
-90.4%
+110.7%
-18.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MSTU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -5.0% | +6.2% | +1.3% |
| 7D | +1.9% | -25.8% | +27.7% | +2.2% |
| 30D | +7.3% | -43.9% | +51.2% | +7.8% |
| 3M | -7.9% | +2.9% | -10.8% | -7.8% |
| 6M | +10.5% | -75.5% | +86.0% | +13.0% |
| YTD | +9.6% | -76.7% | +86.4% | +9.4% |
| 1Y | +20.3% | -88.9% | +109.2% | +20.7% |
| All | +20.3% | -90.4% | +110.7% | +20.7% |
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