+138.1%
TSM vs MSTU
-90.1%
+228.1%
-36.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MSTU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -5.1% | +8.6% | +3.9% |
| 7D | -2.5% | -9.3% | +6.8% | -1.8% |
| 30D | -14.3% | -38.3% | +24.0% | -11.5% |
| 3M | -7.2% | +24.0% | -31.3% | -10.8% |
| 6M | -5.1% | -72.1% | +66.9% | +0.1% |
| YTD | +28.9% | -70.2% | +99.1% | +30.5% |
| 1Y | +37.1% | -89.6% | +126.7% | +49.5% |
| All | +138.1% | -90.1% | +228.1% | +147.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling