+96.5%
TER vs MSTU
-92.2%
+188.7%
-56.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MSTU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -5.0% | -0.4% | -4.9% |
| 7D | +14.4% | -25.8% | +40.2% | +17.6% |
| 30D | -30.6% | -43.9% | +13.3% | -26.9% |
| 3M | -39.2% | +2.9% | -42.1% | -40.9% |
| 6M | -31.3% | -75.5% | +44.2% | -24.9% |
| YTD | +29.1% | -76.7% | +105.8% | +35.7% |
| 1Y | +47.4% | -88.9% | +136.4% | +63.5% |
| All | +96.5% | -92.2% | +188.7% | +92.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling