+31.9%
SE vs MSTU
-87.2%
+119.1%
-60.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MSTU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -5.4% | +1.4% | -3.6% |
| 7D | -3.6% | +12.9% | -16.5% | -5.0% |
| 30D | -5.3% | +68.3% | -73.7% | -10.6% |
| 3M | +28.1% | +0.4% | +27.7% | +24.4% |
| 6M | +20.7% | -41.5% | +62.2% | +19.7% |
| YTD | -14.8% | -61.7% | +46.9% | -14.8% |
| 1Y | -43.6% | -93.7% | +50.1% | -33.4% |
| All | +31.9% | -87.2% | +119.1% | +35.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling