-11.0%
TLT vs MSTU
-90.8%
+79.8%
-15.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MSTU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -7.3% | +5.9% | -1.3% |
| 7D | -0.3% | -21.7% | +21.5% | -0.2% |
| 30D | +3.7% | -42.8% | +46.5% | +3.8% |
| 3M | -0.7% | +21.4% | -22.1% | -0.8% |
| 6M | -4.2% | -74.1% | +69.9% | -4.2% |
| YTD | -4.0% | -72.4% | +68.4% | -3.9% |
| 1Y | -5.8% | -90.1% | +84.3% | -5.9% |
| All | -11.0% | -90.8% | +79.8% | -9.3% |
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