-26.3%
SKHY vs MSTU
+29.6%
-55.9%
-37.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MSTU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.4% | -18.3% | +4.9% | -9.7% |
| 7D | -23.6% | -18.2% | -5.3% | -20.5% |
| 30D | -32.1% | -42.7% | +10.6% | -25.5% |
| 3M | -18.0% | +37.0% | -55.0% | -35.3% |
| All | -26.3% | +29.6% | -55.9% | -43.7% |
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 · Available span rolling