-18.8%
MRSH vs MSTU
-88.1%
+69.3%
-34.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MSTU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -6.8% | +7.0% | +0.2% |
| 7D | -5.9% | -22.0% | +16.1% | -6.0% |
| 30D | -7.3% | +60.3% | -67.6% | -7.1% |
| 3M | +6.7% | -3.7% | +10.4% | +6.8% |
| 6M | +3.0% | -45.2% | +48.2% | +2.9% |
| YTD | -2.9% | -64.3% | +61.4% | -2.9% |
| 1Y | -9.0% | -94.0% | +85.0% | -8.0% |
| All | -18.8% | -88.1% | +69.3% | -18.7% |
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