-9.9%
TLT vs MSTU
-86.5%
+76.6%
-13.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MSTU | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -8.6% | +8.6% | 0.0% |
| 7D | +0.4% | +16.1% | -15.7% | +0.4% |
| 30D | -0.3% | +68.7% | -68.9% | -0.4% |
| 3M | -1.7% | -11.0% | +9.3% | -1.8% |
| 6M | -4.9% | -33.4% | +28.5% | -4.9% |
| YTD | -2.8% | -59.5% | +56.7% | -2.8% |
| 1Y | -4.2% | -93.4% | +89.2% | -4.3% |
| All | -9.9% | -86.5% | +76.6% | -8.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling