+48.2%
USB vs MSTU
-87.0%
+135.2%
-30.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MSTU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +10.3% | -8.4% | +1.5% |
| 7D | +2.4% | -4.8% | +7.2% | +2.5% |
| 30D | +6.6% | -29.6% | +36.1% | +7.6% |
| 3M | -4.1% | +69.4% | -73.5% | -7.5% |
| 6M | +12.5% | -62.2% | +74.7% | +14.8% |
| YTD | +17.6% | -61.1% | +78.7% | +17.0% |
| 1Y | +36.5% | -87.2% | +123.7% | +43.1% |
| All | +48.2% | -87.0% | +135.2% | +41.2% |
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