+14.3%
SBUX vs MSTU
-85.2%
+99.5%
-31.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MSTU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -3.2% | +1.9% | -1.2% |
| 7D | -3.1% | +21.3% | -24.5% | -4.0% |
| 30D | -0.9% | +90.8% | -91.7% | -3.8% |
| 3M | +11.6% | -6.8% | +18.4% | +10.5% |
| 6M | +8.8% | -39.8% | +48.6% | +8.7% |
| YTD | +26.3% | -55.7% | +82.0% | +25.9% |
| 1Y | +23.1% | -92.7% | +115.8% | +32.3% |
| All | +14.3% | -85.2% | +99.5% | +9.9% |
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