-9.8%
TLT vs MSTU
-90.1%
+80.3%
-15.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| 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% | +5.2% |
| 3M | -0.2% | +24.0% | -24.2% | -0.3% |
| 6M | -2.9% | -72.1% | +69.2% | -2.9% |
| YTD | -2.7% | -70.2% | +67.5% | -2.7% |
| 1Y | -4.6% | -89.6% | +85.0% | -4.6% |
| All | -9.8% | -90.1% | +80.3% | -8.1% |
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