-32.8%
BAX vs MSTU
-85.2%
+52.4%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MSTU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -3.2% | +4.2% | +1.1% |
| 7D | -1.1% | +21.3% | -22.5% | -1.8% |
| 30D | -5.5% | +90.8% | -96.3% | -7.5% |
| 3M | +33.5% | -6.8% | +40.3% | +32.4% |
| 6M | +35.9% | -39.8% | +75.7% | +35.5% |
| YTD | +35.4% | -55.7% | +91.0% | +35.0% |
| 1Y | +9.8% | -92.7% | +102.4% | +15.5% |
| All | -32.8% | -85.2% | +52.4% | -35.4% |
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