+100.3%
ROKU vs MSTU
-87.7%
+187.9%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MSTU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +3.6% | -3.1% | +0.1% |
| 7D | -0.4% | -16.6% | +16.2% | +1.5% |
| 30D | +2.1% | +69.7% | -67.6% | -6.1% |
| 3M | +29.5% | -7.5% | +37.0% | +25.6% |
| 6M | +53.8% | -43.1% | +96.9% | +54.7% |
| YTD | +42.8% | -63.0% | +105.8% | +45.4% |
| 1Y | +60.7% | -93.8% | +154.5% | +100.4% |
| All | +100.3% | -87.7% | +187.9% | +116.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling