-89.8%
MSTU vs AR
+36.4%
-126.2%
-99.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.8% | -0.6% | -0.9% |
| 7D | -4.3% | -14.3% | +10.0% | +5.9% |
| 30D | -34.6% | +1.4% | -36.0% | -37.3% |
| 3M | +39.0% | +3.4% | +35.7% | +27.0% |
| 6M | -70.5% | -2.1% | -68.4% | -72.7% |
| YTD | -68.6% | +4.7% | -73.3% | -74.4% |
| 1Y | -88.6% | +10.6% | -99.2% | -91.4% |
| All | -89.8% | +36.4% | -126.2% | -95.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling