+10.8%
TGT vs MSTU
-87.2%
+98.0%
-45.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MSTU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -5.4% | +2.2% | -3.0% |
| 7D | -3.6% | +12.9% | -16.5% | -4.1% |
| 30D | +4.4% | +68.3% | -63.9% | +2.3% |
| 3M | +25.4% | +0.4% | +25.0% | +24.2% |
| 6M | +33.4% | -41.5% | +74.9% | +33.3% |
| YTD | +65.6% | -61.7% | +127.3% | +65.6% |
| 1Y | +80.3% | -93.7% | +173.9% | +91.0% |
| All | +10.8% | -87.2% | +98.0% | +5.7% |
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