-89.5%
MSTU vs AS
+5.4%
-94.8%
-93.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.3% | -1.8% | -5.4% | -5.6% |
| 7D | -21.7% | +4.5% | -26.2% | -24.4% |
| 30D | -42.8% | +13.2% | -56.0% | -49.1% |
| 3M | +21.4% | -11.9% | +33.3% | +35.4% |
| 6M | -74.1% | -11.6% | -62.5% | -71.3% |
| YTD | -72.4% | -14.7% | -57.7% | -68.7% |
| All | -89.5% | +5.4% | -94.8% | -91.0% |
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