+12.1%
YUM vs MSTU
-87.7%
+99.8%
-15.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MSTU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +3.6% | -5.7% | -2.1% |
| 7D | -6.1% | -16.6% | +10.5% | -6.1% |
| 30D | -5.8% | +69.7% | -75.5% | -5.8% |
| 3M | -7.6% | -7.5% | -0.1% | -7.7% |
| 6M | -9.1% | -43.1% | +34.0% | -9.4% |
| YTD | -5.5% | -63.0% | +57.5% | -5.7% |
| 1Y | -3.7% | -93.8% | +90.1% | -3.2% |
| All | +12.1% | -87.7% | +99.8% | +3.6% |
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