-20.3%
LOW vs MSTU
-88.1%
+67.8%
-30.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MSTU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -6.8% | +5.8% | -0.9% |
| 7D | -2.6% | -22.0% | +19.4% | -2.3% |
| 30D | -11.1% | +60.3% | -71.4% | -12.0% |
| 3M | -8.5% | -3.7% | -4.8% | -8.9% |
| 6M | -20.8% | -45.2% | +24.3% | -20.8% |
| YTD | -17.2% | -64.3% | +47.1% | -17.0% |
| 1Y | -24.7% | -94.0% | +69.3% | -22.0% |
| All | -20.3% | -88.1% | +67.8% | -19.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling