-5.9%
TDG vs MSTU
-86.5%
+80.5%
-25.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MSTU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -8.6% | +7.2% | -1.2% |
| 7D | -0.9% | +16.1% | -17.1% | -1.5% |
| 30D | -6.5% | +68.7% | -75.2% | -8.4% |
| 3M | -5.1% | -11.0% | +5.9% | -5.6% |
| 6M | -11.5% | -33.4% | +21.8% | -11.9% |
| YTD | -13.9% | -59.5% | +45.6% | -13.8% |
| 1Y | -11.5% | -93.4% | +81.9% | -6.2% |
| All | -5.9% | -86.5% | +80.5% | -6.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling