-19.0%
MRSH vs MSTU
-87.2%
+68.2%
-34.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MSTU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -5.4% | +3.4% | -2.1% |
| 7D | -5.9% | +12.9% | -18.8% | -5.8% |
| 30D | -7.3% | +68.3% | -75.7% | -7.1% |
| 3M | +7.4% | +0.4% | +7.1% | +7.6% |
| 6M | -0.7% | -41.5% | +40.8% | -0.7% |
| YTD | -3.2% | -61.7% | +58.6% | -3.1% |
| 1Y | -10.6% | -93.7% | +83.1% | -9.6% |
| All | -19.0% | -87.2% | +68.2% | -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 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