-92.7%
MSTU vs AR
+22.7%
-115.3%
-97.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -0.7% | -2.5% | -3.0% |
| 7D | +21.3% | +2.5% | +18.8% | +20.5% |
| 30D | +90.8% | +14.8% | +76.0% | +82.5% |
| 3M | -6.8% | +6.2% | -13.0% | -8.1% |
| 6M | -39.8% | +4.3% | -44.1% | -42.6% |
| YTD | -55.7% | +14.4% | -70.0% | -61.1% |
| 1Y | -92.7% | +21.3% | -114.0% | -93.8% |
| All | -92.7% | +22.7% | -115.3% | -93.8% |
Cumulative growth
Daily Returns
Daily percentage return beside AR.
Daily Out/Under-Performance
Portfolio return minus AR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AR 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 AR 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