-48.8%
SE vs MSTU
-88.0%
+39.2%
-53.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MSTU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.5% | +10.3% | -5.9% | +4.0% |
| 7D | +6.7% | -4.8% | +11.5% | +6.8% |
| 30D | -17.2% | -29.6% | +12.4% | -16.2% |
| 3M | -28.0% | +69.4% | -97.4% | -30.8% |
| 6M | -6.1% | -62.2% | +56.1% | -5.8% |
| YTD | -37.1% | -61.1% | +23.9% | -37.9% |
| 1Y | -48.8% | -87.2% | +38.4% | -40.7% |
| All | -48.8% | -88.0% | +39.2% | -40.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling