+10.4%
TEAM vs MSTU
-86.5%
+96.8%
-82.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MSTU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.9% | -8.6% | +1.7% | -6.1% |
| 7D | -5.7% | +16.1% | -21.8% | -7.3% |
| 30D | +18.3% | +68.7% | -50.3% | +11.4% |
| 3M | +80.2% | -11.0% | +91.2% | +76.8% |
| 6M | +111.0% | -33.4% | +144.4% | +109.6% |
| YTD | +8.8% | -59.5% | +68.3% | +9.6% |
| 1Y | +2.2% | -93.4% | +95.5% | +18.6% |
| All | +10.4% | -86.5% | +96.8% | +23.8% |
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