-29.8%
SYK vs MSTU
-94.0%
+64.2%
-29.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MSTU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -6.8% | +4.8% | -2.1% |
| 7D | -12.3% | -22.0% | +9.7% | -12.8% |
| 30D | -22.4% | +60.3% | -82.7% | -21.4% |
| 3M | -12.3% | -3.7% | -8.6% | -11.7% |
| 6M | -24.3% | -45.2% | +20.9% | -24.5% |
| YTD | -22.8% | -64.3% | +41.5% | -23.1% |
| All | -29.8% | -94.0% | +64.2% | -32.5% |
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