+21.2%
RF vs MSTU
-90.0%
+111.1%
-18.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MSTU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.4% | +1.1% | -0.3% |
| 7D | -0.9% | -4.3% | +3.4% | -0.9% |
| 30D | +6.0% | -34.6% | +40.6% | +6.4% |
| 3M | -8.9% | +39.0% | -47.9% | -9.1% |
| 6M | +2.3% | -70.5% | +72.8% | +4.6% |
| YTD | +7.6% | -68.6% | +76.2% | +7.2% |
| 1Y | +21.2% | -88.6% | +109.8% | +24.0% |
| All | +21.2% | -90.0% | +111.1% | +24.0% |
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