+8.7%
SAP vs MSTU
-92.2%
+100.9%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MSTU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -5.0% | +5.4% | +0.6% |
| 7D | +0.6% | -25.8% | +26.4% | +2.2% |
| 30D | +6.5% | -43.9% | +50.4% | +9.3% |
| 3M | +12.2% | +2.9% | +9.4% | +9.7% |
| 6M | +46.1% | -75.5% | +121.6% | +52.4% |
| YTD | -1.6% | -76.7% | +75.1% | +0.4% |
| 1Y | -5.1% | -88.9% | +83.8% | +0.2% |
| All | +8.7% | -92.2% | +100.9% | +5.8% |
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 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