0.0%
W vs MSTU
-91.0%
+91.0%
-51.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MSTU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -7.3% | +3.5% | -3.0% |
| 7D | +1.1% | -21.7% | +22.8% | +3.6% |
| 30D | +6.4% | -42.8% | +49.2% | +11.6% |
| 3M | +9.0% | +21.4% | -12.5% | +4.2% |
| 6M | +69.8% | -74.1% | +143.9% | +79.5% |
| YTD | +12.1% | -72.4% | +84.4% | +10.3% |
| 1Y | 0.0% | -90.1% | +90.1% | -12.8% |
| All | 0.0% | -91.0% | +91.0% | -12.8% |
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