+14.3%
TT vs MSTU
-92.2%
+106.6%
-24.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MSTU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -5.0% | +3.6% | -1.2% |
| 7D | +4.0% | -25.8% | +29.8% | +5.3% |
| 30D | -11.3% | -43.9% | +32.5% | -9.5% |
| 3M | -12.3% | +2.9% | -15.2% | -13.6% |
| 6M | -10.8% | -75.5% | +64.7% | -7.3% |
| YTD | +8.2% | -76.7% | +84.9% | +9.9% |
| 1Y | +1.5% | -88.9% | +90.4% | +6.5% |
| All | +14.3% | -92.2% | +106.6% | +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 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