+192.9%
TER vs MSTU
-86.5%
+279.4%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MSTU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -8.6% | +12.8% | +5.0% |
| 7D | +11.0% | +16.1% | -5.2% | +8.7% |
| 30D | -1.9% | +68.7% | -70.5% | -8.1% |
| 3M | -0.7% | -11.0% | +10.3% | -2.5% |
| 6M | +36.4% | -33.4% | +69.7% | +35.9% |
| YTD | +92.4% | -59.5% | +152.0% | +94.1% |
| 1Y | +213.5% | -93.4% | +306.9% | +260.3% |
| All | +192.9% | -86.5% | +279.4% | +175.1% |
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