-0.5%
SAP vs MSTU
-85.2%
+84.7%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MSTU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -3.2% | +2.3% | -0.7% |
| 7D | -2.9% | +21.3% | -24.2% | -4.3% |
| 30D | +9.0% | +90.8% | -81.8% | +4.3% |
| 3M | +14.9% | -6.8% | +21.7% | +13.2% |
| 6M | +11.9% | -39.8% | +51.7% | +11.5% |
| YTD | -9.9% | -55.7% | +45.8% | -10.2% |
| 1Y | -19.5% | -92.7% | +73.1% | -12.7% |
| All | -0.5% | -85.2% | +84.7% | -5.3% |
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