+96.7%
SU vs MSTU
-88.1%
+184.7%
-22.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MSTU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -6.8% | +6.7% | 0.0% |
| 7D | +1.7% | -22.0% | +23.7% | +2.1% |
| 30D | +9.6% | +60.3% | -50.7% | +8.3% |
| 3M | +11.7% | -3.7% | +15.4% | +11.2% |
| 6M | +21.9% | -45.2% | +67.1% | +21.9% |
| YTD | +58.6% | -64.3% | +123.0% | +59.0% |
| 1Y | +66.5% | -94.0% | +160.5% | +74.6% |
| All | +96.7% | -88.1% | +184.7% | +103.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling