+63.4%
STM vs MSTU
-90.1%
+153.5%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MSTU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.8% | -5.1% | +11.8% | +7.3% |
| 7D | -5.6% | -9.3% | +3.7% | -4.6% |
| 30D | -14.4% | -38.3% | +23.8% | -10.4% |
| 3M | -20.5% | +24.0% | -44.5% | -24.8% |
| 6M | -24.5% | -72.1% | +47.6% | -18.7% |
| YTD | +72.7% | -70.2% | +142.9% | +76.2% |
| 1Y | +91.0% | -89.6% | +180.6% | +116.4% |
| All | +63.4% | -90.1% | +153.5% | +53.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling