-45.3%
TE vs MSTU
-90.4%
+45.2%
-84.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MSTU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -5.0% | +2.0% | -1.9% |
| 7D | -19.1% | -25.8% | +6.7% | -13.6% |
| 30D | -34.1% | -43.9% | +9.7% | -25.9% |
| 3M | -60.1% | +2.9% | -63.0% | -62.8% |
| 6M | -66.0% | -75.5% | +9.5% | -58.2% |
| YTD | -71.4% | -76.7% | +5.3% | -67.0% |
| 1Y | -45.3% | -88.9% | +43.7% | -18.6% |
| All | -45.3% | -90.4% | +45.2% | -18.6% |
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