-92.0%
MSTU vs AR
+46.4%
-138.4%
-99.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.9% | +1.3% | -14.2% | -13.8% |
| 7D | -23.0% | +6.4% | -29.4% | -26.4% |
| 30D | -47.7% | +3.1% | -50.8% | -50.3% |
| 3M | +12.5% | +3.3% | +9.2% | +4.5% |
| 6M | -76.1% | +6.6% | -82.6% | -79.3% |
| YTD | -75.5% | +12.3% | -87.8% | -81.0% |
| 1Y | -90.1% | +12.3% | -102.4% | -92.4% |
| All | -92.0% | +46.4% | -138.4% | -96.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling