-5.8%
SNPS vs MSTU
-90.1%
+84.2%
-43.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MSTU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | -5.1% | +8.7% | +4.1% |
| 7D | +0.2% | -9.3% | +9.5% | +0.9% |
| 30D | -8.4% | -38.3% | +29.9% | -5.2% |
| 3M | +12.3% | +24.0% | -11.8% | +7.6% |
| 6M | -9.6% | -72.1% | +62.5% | -3.5% |
| YTD | -0.6% | -70.2% | +69.6% | +1.2% |
| 1Y | +18.7% | -89.6% | +108.3% | +31.2% |
| All | -5.8% | -90.1% | +84.2% | -6.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling