-93.8%
MSTU vs AUR
+17.8%
-111.5%
-97.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AUR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +1.6% | +2.0% | +2.1% |
| 7D | -16.6% | +1.4% | -18.0% | -17.8% |
| 30D | +69.7% | -6.4% | +76.1% | +78.4% |
| 3M | -7.5% | +7.7% | -15.2% | -16.3% |
| 6M | -43.1% | +44.5% | -87.6% | -67.7% |
| YTD | -63.0% | +67.4% | -130.5% | -83.0% |
| 1Y | -93.8% | +15.4% | -109.2% | -95.3% |
| All | -93.8% | +17.8% | -111.5% | -95.3% |
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