+772.1%
STX vs MSTU
-85.2%
+857.3%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MSTU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | -3.2% | +9.5% | +6.5% |
| 7D | +2.4% | +21.3% | -19.0% | +0.8% |
| 30D | +1.4% | +90.8% | -89.4% | -3.7% |
| 3M | -8.2% | -6.8% | -1.5% | -9.8% |
| 6M | +127.0% | -39.8% | +166.8% | +126.7% |
| YTD | +209.1% | -55.7% | +264.8% | +206.4% |
| 1Y | +365.4% | -92.7% | +458.1% | +401.1% |
| All | +772.1% | -85.2% | +857.3% | +765.2% |
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