+31.6%
SLB vs MSTU
-92.2%
+123.9%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MSTU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -5.0% | +6.5% | +1.7% |
| 7D | +3.5% | -25.8% | +29.3% | +4.8% |
| 30D | +6.5% | -43.9% | +50.4% | +8.8% |
| 3M | -0.2% | +2.9% | -3.1% | -2.2% |
| 6M | -5.7% | -75.5% | +69.8% | -1.7% |
| YTD | +36.8% | -76.7% | +113.6% | +39.6% |
| 1Y | +45.8% | -88.9% | +134.7% | +54.1% |
| All | +31.6% | -92.2% | +123.9% | +36.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling