-88.0%
MSTU vs A
+7.8%
-95.7%
-99.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +2.7% | +0.9% | +1.3% |
| 7D | -16.6% | -2.6% | -14.0% | -14.5% |
| 30D | +69.7% | -0.9% | +70.6% | +73.7% |
| 3M | -7.5% | +13.6% | -21.1% | -17.5% |
| 6M | -43.1% | +27.8% | -71.0% | -57.0% |
| YTD | -63.0% | +8.6% | -71.7% | -65.8% |
| 1Y | -93.8% | +16.9% | -110.7% | -94.8% |
| All | -88.0% | +7.8% | -95.7% | -89.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling