-33.3%
TSCO vs MSTU
-86.5%
+53.1%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MSTU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -8.6% | +9.5% | +1.0% |
| 7D | +1.7% | +16.1% | -14.5% | +1.2% |
| 30D | +2.8% | +68.7% | -65.8% | +1.3% |
| 3M | +17.9% | -11.0% | +28.9% | +17.5% |
| 6M | -28.6% | -33.4% | +4.8% | -28.7% |
| YTD | -28.0% | -59.5% | +31.5% | -27.9% |
| 1Y | -39.9% | -93.4% | +53.5% | -37.8% |
| All | -33.3% | -86.5% | +53.1% | -33.6% |
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