+154.6%
U vs MSTU
-89.5%
+244.2%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MSTU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | -1.4% | +6.9% | +5.7% |
| 7D | +36.6% | -4.3% | +40.8% | +36.4% |
| 30D | +13.3% | -34.6% | +47.9% | +18.4% |
| 3M | +26.2% | +39.0% | -12.9% | +14.8% |
| 6M | +88.7% | -70.5% | +159.3% | +105.6% |
| YTD | +16.6% | -68.6% | +85.2% | +18.0% |
| 1Y | +29.0% | -88.6% | +117.6% | +49.6% |
| All | +154.6% | -89.5% | +244.2% | +158.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling