+24.0%
XYZ vs MSTU
-85.2%
+109.2%
-53.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MSTU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -3.2% | +2.4% | -0.3% |
| 7D | -1.0% | +21.3% | -22.3% | -4.1% |
| 30D | -1.7% | +90.8% | -92.5% | -11.5% |
| 3M | +16.7% | -6.8% | +23.5% | +12.8% |
| 6M | +26.9% | -39.8% | +66.7% | +26.8% |
| YTD | +27.1% | -55.7% | +82.8% | +27.1% |
| 1Y | +9.3% | -92.7% | +101.9% | +36.4% |
| All | +24.0% | -85.2% | +109.2% | +33.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling