-92.7%
MSTU vs AUR
+11.8%
-104.5%
-97.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AUR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +0.3% | -3.5% | -3.5% |
| 7D | +21.3% | +8.7% | +12.6% | +13.0% |
| 30D | +90.8% | -5.2% | +96.0% | +98.6% |
| 3M | -6.8% | -7.3% | +0.5% | -1.4% |
| 6M | -39.8% | +41.2% | -81.0% | -64.8% |
| YTD | -55.7% | +65.1% | -120.8% | -79.0% |
| 1Y | -92.7% | +13.4% | -106.1% | -94.4% |
| All | -92.7% | +11.8% | -104.5% | -94.4% |
Cumulative growth
Daily Returns
Daily percentage return beside AUR.
Daily Out/Under-Performance
Portfolio return minus AUR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AUR 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 AUR 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