+432.9%
SNXX vs MSTU
-58.2%
+491.1%
-85.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MSTU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +23.4% | -3.2% | +26.5% | +23.9% |
| 7D | +34.9% | +21.3% | +13.6% | +28.9% |
| 30D | +52.5% | +90.8% | -38.3% | +29.2% |
| 3M | -41.3% | -6.8% | -34.6% | -39.7% |
| 6M | +293.8% | -39.8% | +333.6% | +342.5% |
| All | +432.9% | -58.2% | +491.1% | +497.0% |
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 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 · 6 months rolling