+100.8%
ROKU vs MSTU
-86.5%
+187.3%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MSTU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -8.6% | +8.5% | +0.8% |
| 7D | -0.1% | +16.1% | -16.3% | -2.4% |
| 30D | +1.5% | +68.7% | -67.2% | -6.5% |
| 3M | +25.7% | -11.0% | +36.7% | +22.5% |
| 6M | +54.5% | -33.4% | +87.8% | +52.6% |
| YTD | +43.2% | -59.5% | +102.7% | +44.4% |
| 1Y | +56.3% | -93.4% | +149.7% | +93.6% |
| All | +100.8% | -86.5% | +187.3% | +114.7% |
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