-8.1%
SE vs MSTU
-89.5%
+81.4%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MSTU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.4% | +1.5% | +0.2% |
| 7D | +2.0% | -4.3% | +6.3% | +2.3% |
| 30D | -20.0% | -34.6% | +14.6% | -17.8% |
| 3M | -31.8% | +39.0% | -70.8% | -35.5% |
| 6M | -15.9% | -70.5% | +54.6% | -11.7% |
| YTD | -40.6% | -68.6% | +28.0% | -40.5% |
| 1Y | -50.7% | -88.6% | +38.0% | -45.6% |
| All | -8.1% | -89.5% | +81.4% | -5.8% |
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