-44.3%
TE vs MSTU
-89.8%
+45.5%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MSTU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.5% | -18.3% | +1.8% | -12.4% |
| 7D | -20.3% | -18.2% | -2.1% | -16.7% |
| 30D | -40.0% | -42.7% | +2.7% | -33.0% |
| 3M | -58.3% | +37.0% | -95.3% | -63.8% |
| 6M | -57.3% | -70.1% | +12.8% | -49.1% |
| YTD | -65.9% | -68.2% | +2.3% | -62.9% |
| 1Y | -44.3% | -90.1% | +45.8% | +2.4% |
| All | -44.3% | -89.8% | +45.5% | +2.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling