+119.7%
W vs MSTU
-91.8%
+211.5%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MSTU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -12.9% | +10.3% | -1.0% |
| 7D | -1.7% | -23.0% | +21.3% | +1.4% |
| 30D | +3.2% | -47.7% | +50.9% | +10.7% |
| 3M | +8.3% | +12.5% | -4.2% | +2.5% |
| 6M | +84.3% | -76.1% | +160.4% | +104.4% |
| YTD | +11.0% | -75.5% | +86.5% | +15.9% |
| 1Y | -0.2% | -90.1% | +89.9% | +15.4% |
| All | +119.7% | -91.8% | +211.5% | +112.0% |
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