-92.7%
MSTU vs AU
+100.5%
-193.1%
-97.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -2.3% | -0.8% | -1.4% |
| 7D | +21.3% | -3.6% | +25.0% | +25.6% |
| 30D | +90.8% | +23.9% | +66.9% | +71.9% |
| 3M | -6.8% | +19.1% | -25.8% | -13.6% |
| 6M | -39.8% | -0.2% | -39.7% | -40.8% |
| YTD | -55.7% | +32.5% | -88.1% | -59.1% |
| 1Y | -92.7% | +96.9% | -189.6% | -94.1% |
| All | -92.7% | +100.5% | -193.1% | -94.1% |
Cumulative growth
Daily Returns
Daily percentage return beside AU.
Daily Out/Under-Performance
Portfolio return minus AU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AU 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 AU 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