-92.7%
MSTU vs A
+21.7%
-114.3%
-97.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +0.6% | -3.7% | -3.4% |
| 7D | +21.3% | -1.9% | +23.3% | +22.3% |
| 30D | +90.8% | +6.9% | +83.9% | +89.3% |
| 3M | -6.8% | +9.2% | -16.0% | -7.6% |
| 6M | -39.8% | +25.7% | -65.5% | -45.1% |
| YTD | -55.7% | +11.5% | -67.2% | -55.7% |
| 1Y | -92.7% | +18.4% | -111.0% | -93.3% |
| All | -92.7% | +21.7% | -114.3% | -93.3% |
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