+168.2%
TSM vs MSTU
-86.5%
+254.7%
-36.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MSTU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -8.6% | +11.0% | +3.0% |
| 7D | +6.0% | +16.1% | -10.1% | +4.4% |
| 30D | +4.5% | +68.7% | -64.1% | -0.8% |
| 3M | +3.1% | -11.0% | +14.1% | +1.4% |
| 6M | +30.2% | -33.4% | +63.6% | +28.9% |
| YTD | +45.2% | -59.5% | +104.7% | +45.2% |
| 1Y | +79.6% | -93.4% | +172.9% | +103.5% |
| All | +168.2% | -86.5% | +254.7% | +175.1% |
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 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