+46.5%
SLB vs MSTU
-85.2%
+131.7%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MSTU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -3.2% | +3.3% | +0.3% |
| 7D | +0.8% | +21.3% | -20.5% | -0.3% |
| 30D | +15.8% | +90.8% | -75.0% | +11.5% |
| 3M | -0.3% | -6.8% | +6.4% | -1.4% |
| 6M | +21.3% | -39.8% | +61.2% | +21.4% |
| YTD | +52.3% | -55.7% | +108.0% | +52.3% |
| 1Y | +63.6% | -92.7% | +156.3% | +78.9% |
| All | +46.5% | -85.2% | +131.7% | +48.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling