-55.6%
HUBS vs MSTU
-88.1%
+32.5%
-79.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MSTU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -6.8% | +3.9% | -2.2% |
| 7D | -12.4% | -22.0% | +9.6% | -10.3% |
| 30D | +1.4% | +60.3% | -58.9% | -4.0% |
| 3M | +16.0% | -3.7% | +19.7% | +13.1% |
| 6M | -17.0% | -45.2% | +28.2% | -16.7% |
| YTD | -44.3% | -64.3% | +20.0% | -43.6% |
| 1Y | -54.3% | -94.0% | +39.7% | -46.4% |
| All | -55.6% | -88.1% | +32.5% | -56.3% |
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