+96.4%
SU vs MSTU
-87.7%
+184.0%
-22.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MSTU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +3.6% | -3.7% | -0.2% |
| 7D | +2.2% | -16.6% | +18.8% | +2.5% |
| 30D | +8.4% | +69.7% | -61.3% | +7.0% |
| 3M | +12.1% | -7.5% | +19.6% | +11.7% |
| 6M | +19.7% | -43.1% | +62.8% | +19.6% |
| YTD | +58.4% | -63.0% | +121.4% | +58.7% |
| 1Y | +67.2% | -93.8% | +161.0% | +75.2% |
| All | +96.4% | -87.7% | +184.0% | +102.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling