-8.5%
UL vs MSTU
-87.7%
+79.2%
-25.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MSTU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +3.6% | -2.9% | +0.6% |
| 7D | -3.4% | -16.6% | +13.2% | -3.4% |
| 30D | +0.5% | +69.7% | -69.2% | +0.7% |
| 3M | +7.2% | -7.5% | +14.7% | +7.2% |
| 6M | -3.1% | -43.1% | +40.1% | -3.1% |
| YTD | -2.7% | -63.0% | +60.3% | -2.9% |
| 1Y | -10.2% | -93.8% | +83.5% | -11.1% |
| All | -8.5% | -87.7% | +79.2% | -12.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling