+17.1%
SBUX vs MSTU
-92.2%
+109.4%
-31.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MSTU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -5.0% | +4.8% | 0.0% |
| 7D | +1.6% | -25.8% | +27.4% | +2.6% |
| 30D | +14.8% | -43.9% | +58.7% | +16.7% |
| 3M | -0.8% | +2.9% | -3.7% | -2.4% |
| 6M | +2.2% | -75.5% | +77.7% | +5.7% |
| YTD | +29.5% | -76.7% | +106.2% | +31.0% |
| 1Y | +27.0% | -88.9% | +116.0% | +32.4% |
| All | +17.1% | -92.2% | +109.4% | +14.4% |
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 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