+217.6%
TPR vs MSTU
-89.5%
+307.1%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MSTU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.4% | +0.4% | -1.0% |
| 7D | +14.2% | -4.3% | +18.5% | +14.2% |
| 30D | +17.1% | -34.6% | +51.7% | +18.9% |
| 3M | -17.7% | +39.0% | -56.8% | -21.3% |
| 6M | -10.2% | -70.5% | +60.3% | -6.7% |
| YTD | +4.9% | -68.6% | +73.5% | +5.2% |
| 1Y | +36.1% | -88.6% | +124.8% | +45.7% |
| All | +217.6% | -89.5% | +307.1% | +216.4% |
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