-1.9%
UL vs MSTU
-90.8%
+88.9%
-25.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MSTU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -7.3% | +7.1% | -0.2% |
| 7D | +2.6% | -21.7% | +24.3% | +2.5% |
| 30D | +6.8% | -42.8% | +49.5% | +6.6% |
| 3M | +5.7% | +21.4% | -15.7% | +5.8% |
| 6M | +15.9% | -74.1% | +90.0% | +15.5% |
| YTD | +4.3% | -72.4% | +76.6% | +4.0% |
| 1Y | -0.4% | -90.1% | +89.7% | -1.1% |
| All | -1.9% | -90.8% | +88.9% | -5.8% |
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