-92.4%
MSTU vs A
+27.8%
-120.2%
-99.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.0% | +0.5% | -5.6% | -5.5% |
| 7D | -25.8% | -0.5% | -25.3% | -25.4% |
| 30D | -43.9% | 0.0% | -43.8% | -42.7% |
| 3M | +2.9% | +16.7% | -13.8% | -6.9% |
| 6M | -75.5% | +54.8% | -130.3% | -84.0% |
| YTD | -76.7% | +28.8% | -105.5% | -81.1% |
| 1Y | -88.9% | +19.3% | -108.3% | -90.2% |
| All | -92.4% | +27.8% | -120.2% | -93.9% |
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