-0.5%
TMO vs MSTU
-86.5%
+85.9%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MSTU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -8.6% | +6.9% | -1.5% |
| 7D | +0.4% | +16.1% | -15.7% | -0.1% |
| 30D | +1.5% | +68.7% | -67.1% | -0.1% |
| 3M | +28.5% | -11.0% | +39.5% | +28.0% |
| 6M | +20.4% | -33.4% | +53.7% | +20.1% |
| YTD | +4.3% | -59.5% | +63.8% | +4.5% |
| 1Y | +24.1% | -93.4% | +117.5% | +30.4% |
| All | -0.5% | -86.5% | +85.9% | -2.3% |
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