-85.6%
MSTU vs AS
+98.3%
-183.9%
-99.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +3.6% | -6.7% | -7.1% |
| 7D | +21.3% | -4.9% | +26.2% | +28.1% |
| 30D | +90.8% | -19.6% | +110.4% | +138.2% |
| 3M | -6.8% | -14.4% | +7.6% | +7.2% |
| 6M | -39.8% | -20.1% | -19.7% | -24.3% |
| YTD | -55.7% | -20.9% | -34.7% | -43.6% |
| 1Y | -92.7% | -21.9% | -70.8% | -90.6% |
| All | -85.6% | +98.3% | -183.9% | -92.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling