-2.1%
SPGI vs MSTU
-92.2%
+90.1%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MSTU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -5.0% | +6.1% | +1.2% |
| 7D | +1.2% | -25.8% | +27.0% | +2.1% |
| 30D | +15.9% | -43.9% | +59.8% | +17.6% |
| 3M | +12.3% | +2.9% | +9.4% | +11.0% |
| 6M | +23.7% | -75.5% | +99.2% | +26.0% |
| YTD | -3.5% | -76.7% | +73.2% | -2.7% |
| 1Y | +0.4% | -88.9% | +89.4% | +2.8% |
| All | -2.1% | -92.2% | +90.1% | -0.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling