+40.4%
SPY vs MSTU
-85.2%
+125.6%
-18.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MSTU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -3.2% | +2.8% | -0.2% |
| 7D | +0.1% | +21.3% | -21.2% | -1.1% |
| 30D | +0.1% | +90.8% | -90.8% | -3.7% |
| 3M | +2.0% | -6.8% | +8.8% | +0.7% |
| 6M | +13.0% | -39.8% | +52.8% | +12.7% |
| YTD | +13.5% | -55.7% | +69.2% | +13.1% |
| 1Y | +20.0% | -92.7% | +112.6% | +29.4% |
| All | +40.4% | -85.2% | +125.6% | +41.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling