+32.0%
V vs MSTU
-85.2%
+117.2%
-20.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MSTU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -3.2% | +2.2% | -0.9% |
| 7D | -1.7% | +21.3% | -23.0% | -2.1% |
| 30D | +2.0% | +90.8% | -88.9% | +0.6% |
| 3M | +17.4% | -6.8% | +24.1% | +16.7% |
| 6M | +17.5% | -39.8% | +57.3% | +17.2% |
| YTD | +7.6% | -55.7% | +63.3% | +7.2% |
| 1Y | +7.7% | -92.7% | +100.4% | +11.8% |
| All | +32.0% | -85.2% | +117.2% | +35.3% |
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