-87.5%
MSTU vs AU
+326.1%
-413.7%
-99.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | +0.6% | -6.1% | -5.8% |
| 7D | +12.9% | +0.6% | +12.3% | +13.1% |
| 30D | +68.3% | +12.3% | +56.0% | +62.4% |
| 3M | +0.4% | +29.4% | -29.0% | -8.8% |
| 6M | -41.5% | +3.2% | -44.7% | -41.7% |
| YTD | -61.7% | +31.8% | -93.5% | -64.8% |
| 1Y | -93.7% | +83.4% | -177.1% | -94.9% |
| All | -87.5% | +326.1% | -413.7% | -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 all: 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…
all analysis · Full analysis span regression · 6 months rolling