+74.4%
RTX vs MSTU
-86.5%
+160.8%
-19.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MSTU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -8.6% | +7.7% | -0.9% |
| 7D | -3.1% | +16.1% | -19.2% | -3.3% |
| 30D | -10.6% | +68.7% | -79.2% | -11.2% |
| 3M | +11.6% | -11.0% | +22.6% | +11.5% |
| 6M | -4.5% | -33.4% | +28.9% | -4.5% |
| YTD | +9.6% | -59.5% | +69.1% | +9.8% |
| 1Y | +30.8% | -93.4% | +124.2% | +33.6% |
| All | +74.4% | -86.5% | +160.8% | +76.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling