-11.2%
SNPS vs MSTU
-89.4%
+78.2%
-43.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MSTU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -18.3% | +13.4% | -3.3% |
| 7D | -10.2% | -18.2% | +8.0% | -8.8% |
| 30D | -12.8% | -42.7% | +29.9% | -9.2% |
| 3M | +9.9% | +37.0% | -27.2% | +4.4% |
| 6M | -12.4% | -70.1% | +57.7% | -7.1% |
| YTD | -6.3% | -68.2% | +61.9% | -5.1% |
| 1Y | +7.6% | -90.1% | +97.7% | +19.4% |
| All | -11.2% | -89.4% | +78.2% | -12.1% |
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