-5.5%
LOW vs MSTU
-90.6%
+85.1%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MSTU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.9% | -2.0% | -0.1% |
| 7D | +1.0% | -27.7% | +28.7% | +1.4% |
| 30D | +25.6% | -40.3% | +65.9% | +26.3% |
| 3M | +5.3% | +26.4% | -21.1% | +4.3% |
| 6M | +3.7% | -75.7% | +79.5% | +5.3% |
| YTD | -1.9% | -71.9% | +70.0% | -1.5% |
| 1Y | +0.6% | -89.3% | +89.8% | +2.5% |
| All | -5.5% | -90.6% | +85.1% | -3.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling