+111.4%
U vs MSTU
-86.5%
+197.9%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MSTU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -8.6% | +11.3% | +3.7% |
| 7D | +4.5% | +16.1% | -11.7% | +1.7% |
| 30D | -0.6% | +68.7% | -69.2% | -9.6% |
| 3M | +48.4% | -11.0% | +59.4% | +44.0% |
| 6M | +115.4% | -33.4% | +148.7% | +110.9% |
| YTD | -3.2% | -59.5% | +56.3% | -2.9% |
| 1Y | -6.0% | -93.4% | +87.3% | +19.7% |
| All | +111.4% | -86.5% | +197.9% | +112.1% |
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