+15.1%
TT vs MSTU
-90.8%
+105.9%
-24.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MSTU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -7.3% | +7.3% | +0.4% |
| 7D | +0.8% | -21.7% | +22.5% | +1.7% |
| 30D | -11.8% | -42.8% | +31.0% | -10.1% |
| 3M | -11.6% | +21.4% | -33.0% | -13.5% |
| 6M | -9.3% | -74.1% | +64.8% | -5.9% |
| YTD | +8.9% | -72.4% | +81.3% | +9.9% |
| 1Y | -2.2% | -90.1% | +87.8% | +3.3% |
| All | +15.1% | -90.8% | +105.9% | +17.3% |
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