-92.0%
MSTU vs A
+27.1%
-119.1%
-99.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.9% | -2.2% | -10.7% | -10.9% |
| 7D | -23.0% | +0.7% | -23.7% | -23.4% |
| 30D | -47.7% | +0.8% | -48.5% | -47.0% |
| 3M | +12.5% | +16.9% | -4.4% | +1.8% |
| 6M | -76.1% | +53.8% | -129.8% | -84.3% |
| YTD | -75.5% | +28.1% | -103.6% | -80.0% |
| 1Y | -90.1% | +15.0% | -105.1% | -90.7% |
| All | -92.0% | +27.1% | -119.1% | -93.6% |
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