+89.9%
TE vs MSTU
-90.8%
+180.7%
-82.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MSTU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.6% | -7.3% | -2.3% | -8.1% |
| 7D | -26.9% | -21.7% | -5.1% | -22.8% |
| 30D | -38.9% | -42.8% | +3.8% | -31.7% |
| 3M | -61.0% | +21.4% | -82.4% | -65.0% |
| 6M | -66.4% | -74.1% | +7.7% | -59.9% |
| YTD | -69.0% | -72.4% | +3.4% | -66.4% |
| 1Y | -54.0% | -90.1% | +36.1% | -38.8% |
| All | +89.9% | -90.8% | +180.7% | +39.2% |
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 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