+123.8%
STX vs MSTU
-88.0%
+211.8%
-49.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MSTU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.1% | +10.3% | -18.5% | -9.1% |
| 7D | -20.2% | -4.8% | -15.3% | -19.9% |
| 30D | -37.2% | -29.6% | -7.6% | -35.6% |
| 3M | -34.1% | +69.4% | -103.4% | -38.6% |
| 6M | -24.5% | -62.2% | +37.8% | -21.0% |
| YTD | +102.9% | -61.1% | +164.0% | +94.6% |
| 1Y | +123.8% | -87.2% | +211.0% | +145.0% |
| All | +123.8% | -88.0% | +211.8% | +145.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling