+320.2%
TE vs MSTU
-88.1%
+408.3%
-69.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MSTU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.7% | -6.8% | +0.1% | -5.3% |
| 7D | +0.9% | -22.0% | +22.9% | +6.1% |
| 30D | -16.3% | +60.3% | -76.6% | -27.0% |
| 3M | -40.8% | -3.7% | -37.0% | -43.7% |
| 6M | -42.6% | -45.2% | +2.6% | -41.5% |
| YTD | -31.4% | -64.3% | +32.9% | -27.6% |
| 1Y | +144.9% | -94.0% | +238.9% | +261.3% |
| All | +320.2% | -88.1% | +408.3% | +200.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling