+36.0%
TSM vs MSTU
-88.0%
+124.0%
-21.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MSTU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +10.3% | -12.6% | -3.0% |
| 7D | -10.0% | -4.8% | -5.1% | -9.7% |
| 30D | -18.5% | -29.6% | +11.0% | -17.0% |
| 3M | -4.9% | +69.4% | -74.3% | -10.3% |
| 6M | -1.0% | -62.2% | +61.3% | +2.2% |
| YTD | +31.3% | -61.1% | +92.3% | +29.0% |
| 1Y | +36.0% | -87.2% | +123.2% | +44.1% |
| All | +36.0% | -88.0% | +124.0% | +44.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling