+53.1%
STM vs MSTU
-89.5%
+142.6%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MSTU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | -1.4% | +5.8% | +4.6% |
| 7D | -10.7% | -4.3% | -6.5% | -10.4% |
| 30D | -25.7% | -34.6% | +8.8% | -22.7% |
| 3M | -21.6% | +39.0% | -60.6% | -26.7% |
| 6M | -27.8% | -70.5% | +42.7% | -22.6% |
| YTD | +61.8% | -68.6% | +130.4% | +64.2% |
| 1Y | +78.1% | -88.6% | +166.7% | +99.9% |
| All | +53.1% | -89.5% | +142.6% | +43.4% |
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