+199.8%
TER vs MSTU
-92.8%
+292.6%
-34.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MSTU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | -3.2% | +8.6% | +5.8% |
| 7D | +0.6% | +21.3% | -20.8% | -2.4% |
| 30D | -8.3% | +90.8% | -99.1% | -16.9% |
| 3M | -12.2% | -6.8% | -5.5% | -13.4% |
| 6M | +17.0% | -39.8% | +56.9% | +20.0% |
| YTD | +84.6% | -55.7% | +140.3% | +86.8% |
| 1Y | +199.8% | -92.7% | +292.5% | +294.6% |
| All | +199.8% | -92.8% | +292.6% | +294.6% |
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 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