+94.2%
W vs MSTU
-87.7%
+181.9%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MSTU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +3.6% | -2.4% | +0.7% |
| 7D | -0.9% | -16.6% | +15.7% | +1.2% |
| 30D | -4.2% | +69.7% | -73.9% | -12.1% |
| 3M | +26.9% | -7.5% | +34.4% | +23.0% |
| 6M | +31.2% | -43.1% | +74.4% | +31.4% |
| YTD | -1.8% | -63.0% | +61.2% | -0.6% |
| 1Y | +9.3% | -93.8% | +103.1% | +36.0% |
| All | +94.2% | -87.7% | +181.9% | +81.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling