-6.2%
TEAM vs MSTU
-92.2%
+86.1%
-82.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MSTU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -5.0% | +3.5% | -1.0% |
| 7D | -2.4% | -25.8% | +23.4% | +0.4% |
| 30D | -26.7% | -43.9% | +17.1% | -22.9% |
| 3M | -9.6% | +2.9% | -12.5% | -12.0% |
| 6M | +86.0% | -75.5% | +161.5% | +100.6% |
| YTD | -7.5% | -76.7% | +69.2% | -3.1% |
| 1Y | -1.4% | -88.9% | +87.6% | +9.6% |
| All | -6.2% | -92.2% | +86.1% | +9.4% |
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