+52.5%
USB vs MSTU
-85.2%
+137.7%
-30.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MSTU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -3.2% | +2.9% | -0.1% |
| 7D | +1.4% | +21.3% | -19.9% | +0.4% |
| 30D | -1.3% | +90.8% | -92.1% | -4.5% |
| 3M | +15.2% | -6.8% | +22.0% | +14.0% |
| 6M | +18.8% | -39.8% | +58.7% | +18.8% |
| YTD | +21.0% | -55.7% | +76.7% | +20.7% |
| 1Y | +34.0% | -92.7% | +126.7% | +45.4% |
| All | +52.5% | -85.2% | +137.7% | +45.5% |
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