-86.8%
MSTU vs A
+7.7%
-94.5%
-99.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.6% | -2.7% | -6.0% | -6.4% |
| 7D | +16.1% | -2.1% | +18.2% | +18.0% |
| 30D | +68.7% | +0.6% | +68.0% | +70.3% |
| 3M | -11.0% | +10.9% | -21.9% | -19.3% |
| 6M | -33.4% | +28.2% | -61.5% | -49.8% |
| YTD | -59.5% | +8.6% | -68.1% | -62.6% |
| 1Y | -93.4% | +15.5% | -108.9% | -94.4% |
| All | -86.8% | +7.7% | -94.5% | -88.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling