+26.9%
T vs MSTU
-87.2%
+114.1%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MSTU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -5.4% | +3.7% | -1.8% |
| 7D | -3.1% | +12.9% | -16.0% | -2.9% |
| 30D | +4.6% | +68.3% | -63.8% | +5.4% |
| 3M | +12.2% | +0.4% | +11.9% | +12.9% |
| 6M | -6.5% | -41.5% | +35.1% | -6.2% |
| YTD | +4.9% | -61.7% | +66.6% | +5.2% |
| 1Y | -10.5% | -93.7% | +83.2% | -11.5% |
| All | +26.9% | -87.2% | +114.1% | +26.9% |
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