-22.3%
SYK vs MSTU
-92.8%
+70.4%
-27.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MSTU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -3.2% | +1.6% | -1.7% |
| 7D | -8.3% | +21.3% | -29.7% | -7.8% |
| 30D | -10.1% | +90.8% | -100.9% | -8.5% |
| 3M | +0.9% | -6.8% | +7.7% | +1.7% |
| 6M | -20.2% | -39.8% | +19.6% | -20.2% |
| YTD | -13.3% | -55.7% | +42.4% | -13.3% |
| 1Y | -22.3% | -92.7% | +70.3% | -25.3% |
| All | -22.3% | -92.8% | +70.4% | -25.3% |
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