+12.3%
SO vs MSTU
-92.2%
+104.5%
-15.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MSTU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -5.0% | +6.2% | +1.2% |
| 7D | +1.4% | -25.8% | +27.2% | +1.0% |
| 30D | +4.7% | -43.9% | +48.6% | +4.2% |
| 3M | +1.7% | +2.9% | -1.2% | +2.0% |
| 6M | +2.2% | -75.5% | +77.7% | +1.6% |
| YTD | +10.0% | -76.7% | +86.7% | +9.8% |
| 1Y | +6.0% | -88.9% | +95.0% | +5.3% |
| All | +12.3% | -92.2% | +104.5% | +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 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