+48.7%
V vs MSTU
-89.5%
+138.2%
-20.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MSTU | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.4% | +1.4% | 0.0% |
| 7D | +2.2% | -4.3% | +6.5% | +2.3% |
| 30D | +13.6% | -34.6% | +48.2% | +14.2% |
| 3M | +14.3% | +39.0% | -24.7% | +13.0% |
| 6M | +33.1% | -70.5% | +103.6% | +34.5% |
| YTD | +21.2% | -68.6% | +89.9% | +21.2% |
| 1Y | +26.4% | -88.6% | +115.1% | +29.3% |
| All | +48.7% | -89.5% | +138.2% | +52.9% |
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