+43.2%
TER vs MSTU
-88.0%
+131.1%
-48.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MSTU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.8% | +10.3% | -17.2% | -8.0% |
| 7D | -19.9% | -4.8% | -15.0% | -19.5% |
| 30D | -43.5% | -29.6% | -14.0% | -41.6% |
| 3M | -37.8% | +69.4% | -107.2% | -43.6% |
| 6M | -25.6% | -62.2% | +36.7% | -18.2% |
| YTD | +29.8% | -61.1% | +90.9% | +30.4% |
| 1Y | +43.2% | -87.2% | +130.3% | +73.5% |
| All | +43.2% | -88.0% | +131.1% | +73.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling