-0.5%
TMO vs MSTU
-88.1%
+87.6%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MSTU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -6.8% | +6.4% | -0.2% |
| 7D | -2.5% | -22.0% | +19.6% | -1.9% |
| 30D | -0.3% | +60.3% | -60.6% | -1.7% |
| 3M | +25.3% | -3.7% | +29.0% | +24.5% |
| 6M | +20.9% | -45.2% | +66.0% | +21.2% |
| YTD | +4.3% | -64.3% | +68.6% | +4.9% |
| 1Y | +27.0% | -94.0% | +121.1% | +33.8% |
| All | -0.5% | -88.1% | +87.6% | -2.0% |
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 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