+7.7%
SRE vs MSTU
-85.2%
+92.9%
-31.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MSTU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -3.2% | +2.5% | -0.5% |
| 7D | -0.3% | +21.3% | -21.7% | -1.0% |
| 30D | -0.7% | +90.8% | -91.5% | -3.0% |
| 3M | -6.3% | -6.8% | +0.5% | -6.8% |
| 6M | -10.7% | -39.8% | +29.2% | -10.5% |
| YTD | -3.5% | -55.7% | +52.2% | -3.3% |
| 1Y | +5.3% | -92.7% | +98.0% | +13.3% |
| All | +7.7% | -85.2% | +92.9% | +10.4% |
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