-0.3%
SPOT vs MSTU
-88.0%
+87.7%
-36.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MSTU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +10.3% | -5.7% | +4.4% |
| 7D | +16.6% | -4.8% | +21.4% | +16.6% |
| 30D | +29.9% | -29.6% | +59.5% | +30.8% |
| 3M | +31.3% | +69.4% | -38.1% | +26.2% |
| 6M | +43.2% | -62.2% | +105.5% | +45.8% |
| YTD | +8.1% | -61.1% | +69.2% | +6.7% |
| 1Y | -0.3% | -87.2% | +86.9% | +3.0% |
| All | -0.3% | -88.0% | +87.7% | +3.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling