+76.1%
RTX vs MSTU
-85.2%
+161.3%
-19.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MSTU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -3.2% | +2.5% | -0.6% |
| 7D | -5.2% | +21.3% | -26.5% | -5.4% |
| 30D | -9.4% | +90.8% | -100.2% | -10.2% |
| 3M | +12.3% | -6.8% | +19.1% | +12.1% |
| 6M | -3.1% | -39.8% | +36.7% | -3.0% |
| YTD | +10.7% | -55.7% | +66.4% | +10.8% |
| 1Y | +28.4% | -92.7% | +121.1% | +31.0% |
| All | +76.1% | -85.2% | +161.3% | +77.8% |
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