-87.5%
MSTU vs A
+6.2%
-93.7%
-99.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -1.4% | -4.0% | -4.2% |
| 7D | +12.9% | -4.4% | +17.3% | +17.2% |
| 30D | +68.3% | -2.7% | +71.0% | +74.8% |
| 3M | +0.4% | +7.0% | -6.7% | -5.7% |
| 6M | -41.5% | +24.6% | -66.1% | -54.7% |
| YTD | -61.7% | +7.0% | -68.7% | -64.1% |
| 1Y | -93.7% | +15.6% | -109.2% | -94.7% |
| All | -87.5% | +6.2% | -93.7% | -88.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling