+91.3%
STM vs MSTU
-85.2%
+176.5%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MSTU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -3.2% | +5.0% | +2.2% |
| 7D | +5.8% | +21.3% | -15.5% | +2.9% |
| 30D | -1.0% | +90.8% | -91.8% | -9.3% |
| 3M | -33.3% | -6.8% | -26.5% | -34.9% |
| 6M | +57.4% | -39.8% | +97.2% | +56.6% |
| YTD | +102.2% | -55.7% | +157.9% | +100.8% |
| 1Y | +99.6% | -92.7% | +192.3% | +136.8% |
| All | +91.3% | -85.2% | +176.5% | +75.3% |
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