-87.2%
MSTU vs A
+24.4%
-111.6%
-94.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.3% | +1.0% | +9.4% | +9.9% |
| 7D | -4.8% | -2.4% | -2.5% | -3.7% |
| 30D | -29.6% | +3.6% | -33.1% | -29.8% |
| 3M | +69.4% | +27.5% | +41.9% | +64.3% |
| 6M | -62.2% | +58.5% | -120.7% | -66.5% |
| YTD | -61.1% | +31.2% | -92.2% | -63.1% |
| 1Y | -87.2% | +22.2% | -109.4% | -88.1% |
| All | -87.2% | +24.4% | -111.6% | -88.1% |
Cumulative growth
Daily Returns
Daily percentage return beside A.
Daily Out/Under-Performance
Portfolio return minus A return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × A 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 1y: compounded portfolio wealth divided by compounded A 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…
1y analysis · Full analysis span regression · 6 months rolling