-87.2%
MSTU vs AS
+3.3%
-90.5%
-94.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.3% | +5.1% | +5.2% | +5.6% |
| 7D | -4.8% | +13.8% | -18.6% | -15.9% |
| 30D | -29.6% | +16.7% | -46.2% | -39.2% |
| 3M | +69.4% | -11.5% | +80.9% | +88.2% |
| 6M | -62.2% | -5.5% | -56.7% | -61.7% |
| YTD | -61.1% | -14.2% | -46.9% | -56.0% |
| 1Y | -87.2% | +2.1% | -89.2% | -88.3% |
| All | -87.2% | +3.3% | -90.5% | -88.3% |
Cumulative growth
Daily Returns
Daily percentage return beside AS.
Daily Out/Under-Performance
Portfolio return minus AS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AS 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 AS 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