+97.0%
W vs MSTU
-86.5%
+183.5%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MSTU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -8.6% | +9.2% | +1.6% |
| 7D | +6.5% | +16.1% | -9.7% | +3.9% |
| 30D | -6.2% | +68.7% | -74.9% | -13.8% |
| 3M | +48.9% | -11.0% | +59.9% | +44.7% |
| 6M | +31.2% | -33.4% | +64.6% | +28.8% |
| YTD | -0.4% | -59.5% | +59.1% | -0.2% |
| 1Y | +14.8% | -93.4% | +108.2% | +41.9% |
| All | +97.0% | -86.5% | +183.5% | +82.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling