+20.1%
W vs MSTU
-92.8%
+112.8%
-51.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MSTU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -3.2% | +5.7% | +2.8% |
| 7D | -4.2% | +21.3% | -25.5% | -6.2% |
| 30D | -7.6% | +90.8% | -98.4% | -13.9% |
| 3M | +37.2% | -6.8% | +43.9% | +32.9% |
| 6M | +26.3% | -39.8% | +66.1% | +23.8% |
| YTD | -1.0% | -55.7% | +54.7% | -4.2% |
| 1Y | +20.1% | -92.7% | +112.7% | +23.9% |
| All | +20.1% | -92.8% | +112.8% | +23.9% |
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 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