-32.3%
MSTU vs A
+33.0%
-65.3%
-84.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +0.6% | -3.7% | -3.2% |
| 7D | +21.3% | -1.9% | +23.3% | +21.5% |
| 30D | +90.8% | +6.9% | +83.9% | +94.4% |
| 3M | -6.8% | +9.2% | -16.0% | -1.9% |
| All | -32.3% | +33.0% | -65.3% | -32.3% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling