+72.2%
RTX vs MSTU
-90.1%
+162.2%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MSTU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | -5.1% | +8.7% | +3.6% |
| 7D | -3.2% | -9.3% | +6.1% | -3.1% |
| 30D | +5.6% | -38.3% | +43.8% | +5.9% |
| 3M | -11.7% | +24.0% | -35.7% | -12.3% |
| 6M | +12.3% | -72.1% | +84.4% | +13.6% |
| YTD | +8.2% | -70.2% | +78.4% | +8.5% |
| 1Y | +12.6% | -89.6% | +102.2% | +14.2% |
| All | +72.2% | -90.1% | +162.2% | +74.0% |
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