-88.4%
MSTU vs A
+5.0%
-93.3%
-99.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.8% | -1.1% | -5.7% | -5.8% |
| 7D | -22.0% | -4.6% | -17.4% | -18.7% |
| 30D | +60.3% | -4.3% | +64.6% | +68.8% |
| 3M | -3.7% | +8.9% | -12.7% | -11.0% |
| 6M | -45.2% | +24.5% | -69.7% | -57.7% |
| YTD | -64.3% | +5.8% | -70.1% | -66.2% |
| 1Y | -94.0% | +16.2% | -110.3% | -95.1% |
| All | -88.4% | +5.0% | -93.3% | -89.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling