+28.1%
XYZ vs MSTU
-89.5%
+117.6%
-53.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MSTU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -1.4% | +3.1% | +1.9% |
| 7D | +12.1% | -4.3% | +16.4% | +12.7% |
| 30D | +12.4% | -34.6% | +46.9% | +17.4% |
| 3M | +8.2% | +39.0% | -30.9% | -0.9% |
| 6M | +20.7% | -70.5% | +91.2% | +31.4% |
| YTD | +31.3% | -68.6% | +100.0% | +34.1% |
| 1Y | +20.5% | -88.6% | +109.2% | +39.2% |
| All | +28.1% | -89.5% | +117.6% | +40.5% |
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 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