+71.4%
STM vs MSTU
-92.2%
+163.7%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MSTU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -5.0% | +5.6% | +1.1% |
| 7D | +12.0% | -25.8% | +37.8% | +15.5% |
| 30D | -0.4% | -43.9% | +43.5% | +5.3% |
| 3M | -13.2% | +2.9% | -16.1% | -16.4% |
| 6M | -26.1% | -75.5% | +49.4% | -19.1% |
| YTD | +81.2% | -76.7% | +157.9% | +89.7% |
| 1Y | +98.3% | -88.9% | +187.3% | +123.0% |
| All | +71.4% | -92.2% | +163.7% | +65.6% |
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