+8.9%
SRE vs MSTU
-87.2%
+96.1%
-31.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MSTU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -5.4% | +4.9% | -0.4% |
| 7D | +1.5% | +12.9% | -11.4% | +1.0% |
| 30D | +0.8% | +68.3% | -67.5% | -1.1% |
| 3M | -5.8% | +0.4% | -6.2% | -6.6% |
| 6M | -7.8% | -41.5% | +33.7% | -7.7% |
| YTD | -2.4% | -61.7% | +59.4% | -1.8% |
| 1Y | +8.9% | -93.7% | +102.6% | +17.6% |
| All | +8.9% | -87.2% | +96.1% | +12.1% |
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