+404.4%
SNXX vs MSTU
-66.3%
+470.7%
-85.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MSTU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.0% | -6.8% | -1.2% | -6.7% |
| 7D | +16.8% | -22.0% | +38.8% | +21.8% |
| 30D | +65.3% | +60.3% | +5.0% | +44.3% |
| 3M | -34.8% | -3.7% | -31.1% | -35.0% |
| 6M | +255.1% | -45.2% | +300.3% | +310.8% |
| All | +404.4% | -66.3% | +470.7% | +486.8% |
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