+364.2%
TE vs MSTU
-86.5%
+450.7%
-69.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MSTU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.0% | -8.6% | +18.6% | +11.8% |
| 7D | +18.2% | +16.1% | +2.1% | +13.2% |
| 30D | -13.5% | +68.7% | -82.2% | -25.4% |
| 3M | -44.6% | -11.0% | -33.6% | -46.5% |
| 6M | -24.7% | -33.4% | +8.7% | -26.4% |
| YTD | -24.3% | -59.5% | +35.3% | -22.1% |
| 1Y | +155.6% | -93.4% | +248.9% | +268.6% |
| All | +364.2% | -86.5% | +450.7% | +222.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling