+25.0%
V vs MSTU
-90.8%
+115.8%
-17.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MSTU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -11.3% | +10.6% | -0.6% |
| 7D | -0.4% | -23.0% | +22.6% | -0.2% |
| 30D | +6.3% | -47.7% | +54.0% | +6.6% |
| 3M | +17.2% | +12.5% | +4.7% | +17.5% |
| 6M | +29.2% | -76.1% | +105.3% | +28.6% |
| YTD | +20.8% | -75.5% | +96.3% | +18.1% |
| 1Y | +25.0% | -90.1% | +115.1% | +20.7% |
| All | +25.0% | -90.8% | +115.8% | +20.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling