+29.2%
T vs MSTU
-86.5%
+115.6%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MSTU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -8.6% | +8.3% | -0.4% |
| 7D | -1.5% | +16.1% | -17.7% | -1.3% |
| 30D | +7.6% | +68.7% | -61.0% | +8.5% |
| 3M | +15.3% | -11.0% | +26.3% | +15.8% |
| 6M | -8.5% | -33.4% | +24.9% | -8.1% |
| YTD | +6.8% | -59.5% | +66.3% | +7.1% |
| 1Y | -7.2% | -93.4% | +86.1% | -8.2% |
| All | +29.2% | -86.5% | +115.6% | +29.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling