+32.7%
XYZ vs MSTU
-90.1%
+122.7%
-53.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MSTU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | -5.1% | +8.7% | +4.2% |
| 7D | +14.9% | -9.3% | +24.2% | +16.2% |
| 30D | +14.7% | -38.3% | +52.9% | +20.6% |
| 3M | +12.1% | +24.0% | -11.9% | +4.3% |
| 6M | +18.3% | -72.1% | +90.4% | +29.7% |
| YTD | +36.1% | -70.2% | +106.3% | +39.7% |
| 1Y | +35.3% | -89.6% | +124.9% | +58.2% |
| All | +32.7% | -90.1% | +122.7% | +46.5% |
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