+218.8%
TPR vs MSTU
-90.6%
+309.4%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MSTU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +1.9% | -3.6% | -1.8% |
| 7D | +6.4% | -27.7% | +34.1% | +7.9% |
| 30D | +13.8% | -40.3% | +54.0% | +16.0% |
| 3M | -16.6% | +26.4% | -43.0% | -19.9% |
| 6M | +0.7% | -75.7% | +76.4% | +5.6% |
| YTD | +5.3% | -71.9% | +77.2% | +6.1% |
| 1Y | +32.4% | -89.3% | +121.6% | +41.8% |
| All | +218.8% | -90.6% | +309.4% | +219.3% |
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 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