+51.7%
SPOT vs MSTU
-88.1%
+139.8%
-46.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MSTU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -6.8% | +6.6% | +0.2% |
| 7D | -6.9% | -22.0% | +15.2% | -5.5% |
| 30D | +4.1% | +60.3% | -56.2% | -0.1% |
| 3M | +3.7% | -3.7% | +7.4% | +1.7% |
| 6M | -1.6% | -45.2% | +43.6% | -1.8% |
| YTD | -10.2% | -64.3% | +54.2% | -9.8% |
| 1Y | -25.9% | -94.0% | +68.1% | -16.9% |
| All | +51.7% | -88.1% | +139.8% | +67.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling