+90.6%
BKR vs MSTU
-87.2%
+177.8%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MSTU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -5.4% | +5.0% | -0.2% |
| 7D | -1.5% | +12.9% | -14.4% | -2.3% |
| 30D | -0.7% | +68.3% | -69.0% | -3.9% |
| 3M | +0.5% | +0.4% | +0.1% | -1.0% |
| 6M | +6.6% | -41.5% | +48.1% | +6.4% |
| YTD | +41.3% | -61.7% | +103.0% | +41.5% |
| 1Y | +42.2% | -93.7% | +135.9% | +56.8% |
| All | +90.6% | -87.2% | +177.8% | +88.5% |
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 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