-11.2%
SPGI vs MSTU
-86.5%
+75.2%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-08 to 2026-09-08.
| Period | Portfolio | MSTU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -8.6% | +5.4% | -2.9% |
| 7D | -2.5% | +16.1% | -18.6% | -3.0% |
| 30D | +5.4% | +68.7% | -63.2% | +3.3% |
| 3M | +9.0% | -11.0% | +20.0% | +8.0% |
| 6M | +0.8% | -33.4% | +34.1% | 0.0% |
| YTD | -12.6% | -59.5% | +46.9% | -12.7% |
| 1Y | -16.1% | -93.4% | +77.2% | -13.1% |
| All | -11.2% | -86.5% | +75.2% | -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 2016-09-08 to 2026-09-08: 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…
2016-09-08 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling