-18.6%
LOW vs MSTU
-86.5%
+67.9%
-29.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MSTU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -8.6% | +6.9% | -1.7% |
| 7D | +0.4% | +16.1% | -15.8% | +0.1% |
| 30D | -10.1% | +68.7% | -78.7% | -11.1% |
| 3M | -2.9% | -11.0% | +8.1% | -3.2% |
| 6M | -19.4% | -33.4% | +14.0% | -19.5% |
| YTD | -15.4% | -59.5% | +44.1% | -15.4% |
| 1Y | -24.9% | -93.4% | +68.4% | -22.3% |
| All | -18.6% | -86.5% | +67.9% | -17.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling