-7.0%
TEAM vs MSTU
-90.8%
+83.7%
-82.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MSTU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -7.3% | +3.2% | -3.3% |
| 7D | -22.2% | -21.7% | -0.5% | -20.4% |
| 30D | -28.1% | -42.8% | +14.6% | -24.6% |
| 3M | -2.2% | +21.4% | -23.6% | -6.2% |
| 6M | +62.2% | -74.1% | +136.3% | +73.7% |
| YTD | -8.4% | -72.4% | +64.0% | -5.5% |
| 1Y | -6.6% | -90.1% | +83.5% | +4.6% |
| All | -7.0% | -90.8% | +83.7% | +6.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling