+120.2%
W vs MSTU
-89.5%
+209.7%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MSTU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.4% | 0.0% | -1.3% |
| 7D | -3.6% | -4.3% | +0.7% | -3.1% |
| 30D | +7.0% | -34.6% | +41.5% | +11.7% |
| 3M | +7.4% | +39.0% | -31.7% | -0.9% |
| 6M | +69.3% | -70.5% | +139.8% | +82.7% |
| YTD | +11.3% | -68.6% | +79.9% | +12.9% |
| 1Y | +13.2% | -88.6% | +101.9% | +29.1% |
| All | +120.2% | -89.5% | +209.7% | +106.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling