+47.4%
TER vs MSTU
-90.8%
+138.2%
-56.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MSTU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -12.9% | +12.2% | +0.8% |
| 7D | +24.0% | -23.0% | +47.0% | +27.7% |
| 30D | -30.6% | -47.7% | +17.0% | -25.5% |
| 3M | -34.5% | +12.5% | -47.0% | -37.5% |
| 6M | -26.4% | -76.1% | +49.7% | -14.6% |
| YTD | +36.4% | -75.5% | +111.9% | +44.3% |
| 1Y | +47.4% | -90.1% | +137.5% | +76.4% |
| All | +47.4% | -90.8% | +138.2% | +76.4% |
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