+3.1%
UBER vs MSTU
-85.2%
+88.3%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MSTU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -3.2% | +2.9% | -0.1% |
| 7D | -3.9% | +21.3% | -25.2% | -5.2% |
| 30D | +11.1% | +90.8% | -79.7% | +6.3% |
| 3M | +4.9% | -6.8% | +11.7% | +3.3% |
| 6M | -1.2% | -39.8% | +38.7% | -1.5% |
| YTD | -7.3% | -55.7% | +48.4% | -7.6% |
| 1Y | -17.6% | -92.7% | +75.0% | -8.9% |
| All | +3.1% | -85.2% | +88.3% | -14.3% |
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 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