+16.7%
SYY vs MSTU
-88.1%
+104.8%
-24.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MSTU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -6.8% | +7.7% | +1.0% |
| 7D | +1.5% | -22.0% | +23.5% | +1.8% |
| 30D | -2.3% | +60.3% | -62.6% | -3.0% |
| 3M | +5.5% | -3.7% | +9.2% | +5.2% |
| 6M | -1.0% | -45.2% | +44.2% | -0.9% |
| YTD | +14.1% | -64.3% | +78.4% | +14.2% |
| 1Y | +5.6% | -94.0% | +99.6% | +6.9% |
| All | +16.7% | -88.1% | +104.8% | +14.3% |
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 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