+9.9%
TT vs MSTU
-89.5%
+99.4%
-24.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MSTU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -1.4% | +3.8% | +2.4% |
| 7D | -2.0% | -4.3% | +2.3% | -1.9% |
| 30D | -14.0% | -34.6% | +20.6% | -12.8% |
| 3M | -15.9% | +39.0% | -54.9% | -18.1% |
| 6M | -17.3% | -70.5% | +53.2% | -14.6% |
| YTD | +4.0% | -68.6% | +72.6% | +4.4% |
| 1Y | -7.1% | -88.6% | +81.5% | -2.4% |
| All | +9.9% | -89.5% | +99.4% | +11.4% |
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