+45.2%
RF vs MSTU
-85.2%
+130.4%
-31.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MSTU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -3.2% | +3.1% | +0.1% |
| 7D | +1.3% | +21.3% | -20.0% | +0.3% |
| 30D | -3.6% | +90.8% | -94.4% | -6.8% |
| 3M | +8.1% | -6.8% | +14.9% | +7.0% |
| 6M | +11.5% | -39.8% | +51.3% | +11.4% |
| YTD | +15.6% | -55.7% | +71.3% | +15.3% |
| 1Y | +15.7% | -92.7% | +108.3% | +26.8% |
| All | +45.2% | -85.2% | +130.4% | +31.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling