-93.6%
MSTU vs A
+15.9%
-109.5%
-97.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -1.4% | -4.0% | -4.9% |
| 7D | +12.9% | -4.4% | +17.3% | +14.9% |
| 30D | +68.3% | -2.7% | +71.0% | +71.8% |
| 3M | +0.4% | +7.0% | -6.7% | +0.1% |
| 6M | -41.5% | +24.6% | -66.1% | -47.5% |
| YTD | -61.7% | +7.0% | -68.7% | -61.0% |
| All | -93.6% | +15.9% | -109.5% | -94.5% |
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