+8.3%
SAP vs MSTU
-90.6%
+98.9%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MSTU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.9% | -1.7% | 0.0% |
| 7D | -2.5% | -27.7% | +25.2% | -0.9% |
| 30D | +7.5% | -40.3% | +47.7% | +9.9% |
| 3M | +11.6% | +26.4% | -14.8% | +8.0% |
| 6M | +37.6% | -75.7% | +113.3% | +43.7% |
| YTD | -2.0% | -71.9% | +69.9% | -1.0% |
| 1Y | -6.4% | -89.3% | +82.9% | -1.0% |
| All | +8.3% | -90.6% | +98.9% | +4.4% |
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