-87.2%
MSTU vs AUR
-17.4%
-69.8%
-94.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AUR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.3% | -4.4% | +14.8% | +14.3% |
| 7D | -4.8% | -19.8% | +15.0% | +14.3% |
| 30D | -29.6% | -29.0% | -0.5% | -4.2% |
| 3M | +69.4% | -43.6% | +113.0% | +175.8% |
| 6M | -62.2% | -36.6% | -25.6% | -49.0% |
| YTD | -61.1% | +6.3% | -67.3% | -73.7% |
| 1Y | -87.2% | -9.0% | -78.1% | -89.5% |
| All | -87.2% | -17.4% | -69.8% | -89.5% |
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