+10.8%
SO vs MSTU
-89.5%
+100.3%
-15.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MSTU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.4% | +0.3% | -1.1% |
| 7D | -1.5% | -4.3% | +2.8% | -1.5% |
| 30D | +8.1% | -34.6% | +42.7% | +7.7% |
| 3M | +0.2% | +39.0% | -38.8% | +0.8% |
| 6M | +0.4% | -70.5% | +70.9% | +0.1% |
| YTD | +8.5% | -68.6% | +77.1% | +8.7% |
| 1Y | +4.9% | -88.6% | +93.6% | +4.2% |
| All | +10.8% | -89.5% | +100.3% | +10.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling