-8.5%
SE vs MSTU
-92.2%
+83.7%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MSTU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -5.0% | +6.1% | +1.5% |
| 7D | -0.5% | -25.8% | +25.3% | +1.8% |
| 30D | -20.9% | -43.9% | +22.9% | -17.8% |
| 3M | -38.9% | +2.9% | -41.8% | -40.9% |
| 6M | -19.4% | -75.5% | +56.1% | -14.1% |
| YTD | -40.9% | -76.7% | +35.8% | -39.5% |
| 1Y | -46.2% | -88.9% | +42.8% | -40.9% |
| All | -8.5% | -92.2% | +83.7% | -4.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling