-89.3%
MSTU vs AS
+8.1%
-97.4%
-93.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.1% | +3.1% | -8.2% | -8.0% |
| 7D | -9.3% | +5.8% | -15.1% | -13.5% |
| 30D | -38.3% | +15.4% | -53.6% | -46.1% |
| 3M | +24.0% | -11.9% | +35.9% | +38.6% |
| 6M | -72.1% | -9.9% | -62.2% | -69.7% |
| YTD | -70.2% | -13.1% | -57.1% | -66.8% |
| All | -89.3% | +8.1% | -97.4% | -91.1% |
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