+322.0%
TE vs MSTU
-85.2%
+407.2%
-69.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MSTU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -3.2% | +4.5% | +2.0% |
| 7D | -4.0% | +21.3% | -25.3% | -9.0% |
| 30D | -15.9% | +90.8% | -106.7% | -29.1% |
| 3M | -60.5% | -6.8% | -53.8% | -62.1% |
| 6M | -35.2% | -39.8% | +4.6% | -35.1% |
| YTD | -31.1% | -55.7% | +24.5% | -30.4% |
| 1Y | +148.6% | -92.7% | +241.3% | +252.2% |
| All | +322.0% | -85.2% | +407.2% | +188.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling