+15.0%
TT vs MSTU
-90.1%
+105.1%
-24.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MSTU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | -5.1% | +9.8% | +4.9% |
| 7D | +1.7% | -9.3% | +11.0% | +2.1% |
| 30D | -11.8% | -38.3% | +26.5% | -10.4% |
| 3M | -12.6% | +24.0% | -36.6% | -14.6% |
| 6M | -9.4% | -72.1% | +62.7% | -6.2% |
| YTD | +8.8% | -70.2% | +79.0% | +9.5% |
| 1Y | -2.5% | -89.6% | +87.1% | +2.9% |
| All | +15.0% | -90.1% | +105.1% | +16.9% |
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