+13.2%
T vs MSTU
-92.2%
+105.4%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MSTU | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -5.0% | +5.0% | -0.1% |
| 7D | +2.5% | -25.8% | +28.3% | +2.1% |
| 30D | -3.8% | -43.9% | +40.1% | -4.4% |
| 3M | -8.7% | +2.9% | -11.6% | -8.4% |
| 6M | -8.1% | -75.5% | +67.4% | -8.9% |
| YTD | -6.4% | -76.7% | +70.3% | -6.6% |
| 1Y | -9.8% | -88.9% | +79.2% | -10.4% |
| All | +13.2% | -92.2% | +105.4% | +12.7% |
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