+71.8%
TER vs MSTU
-89.5%
+161.3%
-56.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MSTU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -1.4% | +4.0% | +2.7% |
| 7D | -20.5% | -4.3% | -16.2% | -20.1% |
| 30D | -47.0% | -34.6% | -12.4% | -45.0% |
| 3M | -43.3% | +39.0% | -82.3% | -46.5% |
| 6M | -42.9% | -70.5% | +27.6% | -38.7% |
| YTD | +12.9% | -68.6% | +81.5% | +15.4% |
| 1Y | +18.2% | -88.6% | +106.8% | +30.3% |
| All | +71.8% | -89.5% | +161.3% | +63.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling