-89.8%
MSTU vs AS
+111.3%
-201.1%
-99.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.5% | -1.9% | -1.9% |
| 7D | -4.3% | +6.9% | -11.2% | -10.6% |
| 30D | -34.6% | +16.0% | -50.6% | -44.7% |
| 3M | +39.0% | -12.8% | +51.9% | +59.3% |
| 6M | -70.5% | -15.4% | -55.1% | -65.3% |
| YTD | -68.6% | -15.7% | -52.9% | -62.6% |
| 1Y | -88.6% | +6.1% | -94.7% | -89.8% |
| All | -89.8% | +111.3% | -201.1% | -95.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling