-6.4%
T vs MSTU
-88.0%
+81.6%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MSTU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +10.3% | -8.3% | +2.3% |
| 7D | +5.5% | -4.8% | +10.3% | +5.4% |
| 30D | -8.9% | -29.6% | +20.6% | -9.3% |
| 3M | -5.6% | +69.4% | -75.0% | -4.1% |
| 6M | -14.3% | -62.2% | +48.0% | -14.7% |
| YTD | -7.9% | -61.1% | +53.1% | -7.6% |
| 1Y | -6.4% | -87.2% | +80.7% | -8.2% |
| All | -6.4% | -88.0% | +81.6% | -8.2% |
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 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