-9.9%
TLT vs MSTU
-85.2%
+75.3%
-13.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MSTU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -3.2% | +3.3% | +0.2% |
| 7D | -0.4% | +21.3% | -21.8% | -0.5% |
| 30D | -0.6% | +90.8% | -91.4% | -0.7% |
| 3M | -2.7% | -6.8% | +4.0% | -2.9% |
| 6M | -5.6% | -39.8% | +34.2% | -5.7% |
| YTD | -2.8% | -55.7% | +52.9% | -2.8% |
| 1Y | -1.4% | -92.7% | +91.2% | -1.6% |
| All | -9.9% | -85.2% | +75.3% | -8.3% |
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