+0.6%
TMO vs MSTU
-87.7%
+88.2%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MSTU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +3.6% | -2.5% | +1.0% |
| 7D | -0.6% | -16.6% | +15.9% | -0.2% |
| 30D | +1.1% | +69.7% | -68.6% | -0.5% |
| 3M | +28.3% | -7.5% | +35.8% | +27.7% |
| 6M | +23.3% | -43.1% | +66.4% | +23.5% |
| YTD | +5.5% | -63.0% | +68.5% | +5.9% |
| 1Y | +24.5% | -93.8% | +118.3% | +31.1% |
| All | +0.6% | -87.7% | +88.2% | -1.0% |
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