+16.0%
TT vs MSTU
-91.8%
+107.8%
-24.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MSTU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -12.9% | +12.7% | +0.3% |
| 7D | +8.1% | -23.0% | +31.1% | +9.2% |
| 30D | -11.3% | -47.7% | +36.4% | -9.3% |
| 3M | -11.2% | +12.5% | -23.7% | -12.9% |
| 6M | -8.9% | -76.1% | +67.2% | -5.2% |
| YTD | +9.7% | -75.5% | +85.2% | +11.2% |
| 1Y | +1.3% | -90.1% | +91.3% | +6.8% |
| All | +16.0% | -91.8% | +107.8% | +18.7% |
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