-75.7%
MSTU vs AR
+4.3%
-80.0%
-84.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +1.5% | +0.4% | +3.4% |
| 7D | -27.7% | +2.1% | -29.8% | -26.2% |
| 30D | -40.3% | +4.5% | -44.8% | -36.2% |
| 3M | +26.4% | +1.0% | +25.4% | +34.5% |
| 6M | -75.7% | +4.4% | -80.1% | -71.8% |
| All | -75.7% | +4.3% | -80.0% | -71.8% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling