-24.3%
SYK vs MSTU
-39.0%
+14.7%
-24.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | MSTU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -5.4% | +5.1% | -0.5% |
| 7D | -11.8% | +12.9% | -24.7% | -11.3% |
| 30D | -20.4% | +68.3% | -88.7% | -19.1% |
| 3M | -12.1% | +0.4% | -12.4% | -11.2% |
| 6M | -24.3% | -41.5% | +17.2% | -27.4% |
| All | -24.3% | -39.0% | +14.7% | -27.4% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling