+162.0%
TSM vs MSTU
-85.2%
+247.2%
-36.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MSTU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -3.2% | +6.0% | +3.1% |
| 7D | +2.7% | +21.3% | -18.6% | +0.8% |
| 30D | +3.6% | +90.8% | -87.2% | -2.5% |
| 3M | -3.4% | -6.8% | +3.4% | -5.3% |
| 6M | +20.6% | -39.8% | +60.4% | +20.3% |
| YTD | +41.9% | -55.7% | +97.6% | +41.0% |
| 1Y | +84.4% | -92.7% | +177.0% | +107.5% |
| All | +162.0% | -85.2% | +247.2% | +167.1% |
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 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