+93.2%
TER vs MSTU
-90.8%
+184.0%
-56.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MSTU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -7.3% | +7.0% | +0.5% |
| 7D | -8.9% | -21.7% | +12.8% | -6.7% |
| 30D | -39.1% | -42.8% | +3.7% | -36.0% |
| 3M | -32.8% | +21.4% | -54.2% | -35.7% |
| 6M | -31.7% | -74.1% | +42.4% | -25.9% |
| YTD | +26.9% | -72.4% | +99.3% | +31.3% |
| 1Y | +33.6% | -90.1% | +123.7% | +49.1% |
| All | +93.2% | -90.8% | +184.0% | +86.1% |
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