-88.0%
MSTU vs AU
+310.0%
-398.0%
-99.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +0.5% | +3.1% | +3.3% |
| 7D | -16.6% | -4.3% | -12.3% | -14.2% |
| 30D | +69.7% | +7.3% | +62.4% | +68.4% |
| 3M | -7.5% | +26.3% | -33.8% | -14.3% |
| 6M | -43.1% | +1.8% | -44.9% | -42.3% |
| YTD | -63.0% | +26.8% | -89.8% | -65.2% |
| 1Y | -93.8% | +66.7% | -160.5% | -94.7% |
| All | -88.0% | +310.0% | -398.0% | -92.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling