+192.1%
TPR vs MSTU
-85.2%
+277.3%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MSTU | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -3.2% | +3.2% | +0.2% |
| 7D | -2.3% | +21.3% | -23.6% | -3.6% |
| 30D | -23.0% | +90.8% | -113.8% | -26.6% |
| 3M | -12.5% | -6.8% | -5.7% | -13.9% |
| 6M | -21.4% | -39.8% | +18.4% | -21.5% |
| YTD | -3.5% | -55.7% | +52.2% | -3.9% |
| 1Y | +17.4% | -92.7% | +110.0% | +31.0% |
| All | +192.1% | -85.2% | +277.3% | +189.2% |
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