+9.5%
SRE vs MSTU
-86.5%
+96.0%
-31.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MSTU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -8.6% | +10.3% | +1.9% |
| 7D | +1.4% | +16.1% | -14.7% | +0.9% |
| 30D | +1.9% | +68.7% | -66.8% | -0.1% |
| 3M | -3.3% | -11.0% | +7.7% | -3.7% |
| 6M | -6.4% | -33.4% | +27.0% | -6.7% |
| YTD | -1.8% | -59.5% | +57.7% | -1.4% |
| 1Y | +10.7% | -93.4% | +104.1% | +19.5% |
| All | +9.5% | -86.5% | +96.0% | +12.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling