-88.9%
MSTU vs AS
-3.7%
-85.2%
-91.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.0% | -0.8% | -4.2% | -4.2% |
| 7D | -25.8% | -4.9% | -20.9% | -22.2% |
| 30D | -43.9% | +3.9% | -47.7% | -45.7% |
| 3M | +2.9% | -9.6% | +12.5% | +11.4% |
| 6M | -75.5% | -8.7% | -66.8% | -74.1% |
| YTD | -76.7% | -19.8% | -56.9% | -71.9% |
| 1Y | -88.9% | -1.5% | -87.4% | -89.7% |
| All | -88.9% | -3.7% | -85.2% | -89.7% |
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 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