+144.2%
TSM vs MSTU
-92.2%
+236.5%
-36.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MSTU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -5.0% | +3.3% | -1.3% |
| 7D | +6.2% | -25.8% | +32.0% | +8.6% |
| 30D | -7.3% | -43.9% | +36.6% | -3.5% |
| 3M | -7.1% | +2.9% | -10.0% | -9.5% |
| 6M | +0.2% | -75.5% | +75.7% | +6.9% |
| YTD | +32.2% | -76.7% | +109.0% | +36.4% |
| 1Y | +42.8% | -88.9% | +131.7% | +54.9% |
| All | +144.2% | -92.2% | +236.5% | +158.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling