-7.2%
LOW vs MSTU
-91.8%
+84.6%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MSTU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -12.9% | +11.1% | -1.6% |
| 7D | +0.1% | -23.0% | +23.1% | +0.5% |
| 30D | +21.3% | -47.7% | +69.0% | +22.2% |
| 3M | +6.0% | +12.5% | -6.5% | +5.1% |
| 6M | +2.6% | -76.1% | +78.7% | +4.1% |
| YTD | -3.6% | -75.5% | +71.9% | -3.1% |
| 1Y | -1.0% | -90.1% | +89.1% | +1.0% |
| All | -7.2% | -91.8% | +84.6% | -5.5% |
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 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