+26.7%
XYZ vs MSTU
-92.2%
+119.0%
-53.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MSTU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -5.0% | +7.8% | +3.5% |
| 7D | -1.1% | -25.8% | +24.8% | +2.6% |
| 30D | +11.5% | -43.9% | +55.4% | +18.7% |
| 3M | +1.8% | +2.9% | -1.1% | -3.2% |
| 6M | +21.2% | -75.5% | +96.7% | +35.1% |
| YTD | +29.9% | -76.7% | +106.7% | +37.6% |
| 1Y | +35.8% | -88.9% | +124.7% | +56.6% |
| All | +26.7% | -92.2% | +119.0% | +44.2% |
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