-90.8%
MSTU vs AS
+108.7%
-199.6%
-99.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -2.4% | +4.3% | +4.6% |
| 7D | -27.7% | -3.0% | -24.7% | -25.1% |
| 30D | -40.3% | +9.6% | -49.8% | -46.3% |
| 3M | +26.4% | -8.2% | +34.6% | +36.1% |
| 6M | -75.7% | -9.9% | -65.8% | -73.4% |
| YTD | -71.9% | -16.8% | -55.1% | -66.1% |
| 1Y | -89.3% | +3.0% | -92.3% | -90.1% |
| All | -90.8% | +108.7% | -199.6% | -95.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling