-1.4%
LOW vs MSTU
-88.0%
+86.6%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MSTU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.5% | +10.3% | -2.8% | +7.4% |
| 7D | +15.6% | -4.8% | +20.5% | +15.6% |
| 30D | +28.6% | -29.6% | +58.2% | +28.7% |
| 3M | +5.8% | +69.4% | -63.5% | +5.4% |
| 6M | +3.8% | -62.2% | +66.1% | +4.3% |
| YTD | -2.8% | -61.1% | +58.3% | -3.0% |
| 1Y | -1.4% | -87.2% | +85.8% | -9.2% |
| All | -1.4% | -88.0% | +86.6% | -9.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling