-7.1%
LOW vs MSTU
-92.2%
+85.1%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MSTU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -5.0% | +5.1% | +0.2% |
| 7D | +1.4% | -25.8% | +27.2% | +1.8% |
| 30D | +21.7% | -43.9% | +65.6% | +22.5% |
| 3M | +5.0% | +2.9% | +2.1% | +4.3% |
| 6M | +4.6% | -75.5% | +80.1% | +6.1% |
| YTD | -3.5% | -76.7% | +73.2% | -2.9% |
| 1Y | +0.5% | -88.9% | +89.5% | +2.3% |
| All | -7.1% | -92.2% | +85.1% | -5.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling