+181.1%
TER vs MSTU
-85.2%
+266.3%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MSTU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | -3.2% | +8.6% | +5.8% |
| 7D | +0.6% | +21.3% | -20.7% | -1.8% |
| 30D | -8.3% | +90.8% | -99.1% | -15.0% |
| 3M | -12.2% | -6.8% | -5.4% | -14.1% |
| 6M | +17.1% | -39.8% | +56.9% | +17.8% |
| YTD | +84.7% | -55.7% | +140.4% | +84.8% |
| 1Y | +199.9% | -92.7% | +292.6% | +241.8% |
| All | +181.1% | -85.2% | +266.3% | +162.0% |
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