-36.7%
TSCO vs MSTU
-88.1%
+51.4%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MSTU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -6.8% | +5.4% | -1.3% |
| 7D | -3.1% | -22.0% | +18.9% | -2.7% |
| 30D | -4.4% | +60.3% | -64.7% | -5.7% |
| 3M | +9.7% | -3.7% | +13.4% | +9.1% |
| 6M | -32.4% | -45.2% | +12.8% | -32.3% |
| YTD | -31.7% | -64.3% | +32.7% | -31.4% |
| 1Y | -41.3% | -94.0% | +52.7% | -39.2% |
| All | -36.7% | -88.1% | +51.4% | -36.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling