-4.6%
TLT vs MSTU
-90.3%
+85.7%
-12.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MSTU | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -5.1% | +5.1% | +0.1% |
| 7D | +0.3% | -9.3% | +9.6% | +0.3% |
| 30D | +5.1% | -38.3% | +43.4% | +5.4% |
| 3M | -0.2% | +24.0% | -24.2% | -0.6% |
| 6M | -2.9% | -72.1% | +69.2% | -2.6% |
| YTD | -2.7% | -70.2% | +67.5% | -2.2% |
| All | -4.6% | -90.3% | +85.7% | -2.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling