+38.1%
RF vs MSTU
-90.1%
+128.1%
-31.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MSTU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -5.1% | +7.3% | +2.4% |
| 7D | -0.1% | -9.3% | +9.2% | +0.2% |
| 30D | +7.0% | -38.3% | +45.3% | +8.7% |
| 3M | -7.0% | +24.0% | -31.1% | -9.2% |
| 6M | +6.8% | -72.1% | +78.8% | +10.5% |
| YTD | +9.9% | -70.2% | +80.1% | +10.5% |
| 1Y | +21.1% | -89.6% | +110.7% | +28.8% |
| All | +38.1% | -90.1% | +128.1% | +25.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling