-19.0%
MRSH vs MSTU
-87.7%
+68.7%
-34.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MSTU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +3.6% | -3.8% | -0.2% |
| 7D | -4.8% | -16.6% | +11.8% | -4.8% |
| 30D | -6.3% | +69.7% | -76.0% | -6.2% |
| 3M | +5.8% | -7.5% | +13.3% | +5.9% |
| 6M | +2.8% | -43.1% | +45.9% | +2.7% |
| YTD | -3.1% | -63.0% | +59.9% | -3.1% |
| 1Y | -11.3% | -93.8% | +82.5% | -10.3% |
| All | -19.0% | -87.7% | +68.7% | -18.8% |
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