+97.4%
STM vs MSTU
-93.3%
+190.7%
-39.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2025-09-08 to 2026-09-08.
| Period | Portfolio | MSTU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -8.6% | +8.1% | +0.4% |
| 7D | +5.2% | +16.1% | -10.9% | +2.9% |
| 30D | -7.4% | +68.7% | -76.0% | -14.0% |
| 3M | -30.6% | -11.0% | -19.6% | -32.1% |
| 6M | +66.4% | -33.4% | +99.8% | +63.3% |
| YTD | +101.1% | -59.5% | +160.7% | +100.6% |
| 1Y | +97.4% | -93.4% | +190.7% | +149.7% |
| All | +97.4% | -93.3% | +190.7% | +149.7% |
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 2025-09-08 to 2026-09-08: 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…
2025-09-08 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling