-5.9%
SAP vs MSTU
-88.0%
+82.0%
-43.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MSTU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +10.3% | -6.1% | +3.6% |
| 7D | +1.3% | -4.8% | +6.2% | +1.5% |
| 30D | +15.5% | -29.6% | +45.1% | +17.3% |
| 3M | +22.8% | +69.4% | -46.6% | +16.7% |
| 6M | +42.5% | -62.2% | +104.7% | +45.4% |
| YTD | +0.5% | -61.1% | +61.6% | +0.9% |
| 1Y | -5.9% | -87.2% | +81.2% | -1.0% |
| All | -5.9% | -88.0% | +82.0% | -1.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling