-6.3%
TDG vs MSTU
-87.7%
+81.3%
-25.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MSTU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +3.6% | -2.4% | +1.1% |
| 7D | -1.9% | -16.6% | +14.7% | -1.4% |
| 30D | -7.7% | +69.7% | -77.4% | -9.6% |
| 3M | -9.3% | -7.5% | -1.8% | -10.0% |
| 6M | -9.4% | -43.1% | +33.7% | -9.3% |
| YTD | -14.3% | -63.0% | +48.8% | -14.0% |
| 1Y | -11.8% | -93.8% | +82.0% | -6.4% |
| All | -6.3% | -87.7% | +81.3% | -6.4% |
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