+99.2%
ROKU vs MSTU
-88.1%
+187.3%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MSTU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -6.8% | +7.6% | +1.6% |
| 7D | -2.6% | -22.0% | +19.4% | 0.0% |
| 30D | +2.1% | +60.3% | -58.2% | -5.4% |
| 3M | +31.8% | -3.7% | +35.5% | +27.1% |
| 6M | +53.3% | -45.2% | +98.5% | +54.8% |
| YTD | +42.1% | -64.3% | +106.4% | +45.3% |
| 1Y | +62.3% | -94.0% | +156.4% | +103.3% |
| All | +99.2% | -88.1% | +187.3% | +116.0% |
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 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